OptionMetrics Exhibiting at Commodity Trading Week in London

Provider of research-grade historical options data on futures, equities, and ETFs meeting on using data in assessing constantly changing commodities trading markets

LONDON & NEW YORK--(BUSINESS WIRE)--OptionMetrics, the leading historical options data and analytics provider for institutional investors and academic researchers worldwide, will be exhibiting at Commodity Trading Week Europe, May 7-8.

OptionMetrics representatives will meet with commodities traders, risk managers, and others on options and futures data in assessing financial strategies and risk in complex, fast-paced global markets.

“With geopolitical tensions, trade wars, inflation, and other factors contributing to today’s complex trading markets, leveraging quality data and tools can be useful in interpreting signals, evaluating trading strategies, and assessing risk,” says, CEO David Hait, Ph.D. “Historical options data can offer empirical insights across markets, and we look forward to talking with attendees about how it can be used to help enhance decision-making and performance.”

OptionMetrics, known for providing the gold standard in historical options data for the past 25+ years, will showcase its futures options price data and volatility surface calculations for U.S. and European markets with IvyDB Futures. 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.

OptionMetrics will also demonstrate its:

• U.S. historical options data, with 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 U.S. securities based on options market data, with IvyDB Implied Dividend.
• Woodseer Dividend Forecast Data for trading, back-testing strategies, risk management, and anticipating portfolio income.

Email William Ko to set up an appointment with OptionMetrics.