OptionMetrics Exhibiting at QuantMinds International, November 17-20

Leading options data provider meeting with quantitative finance professionals at QuantMinds’ “nexus of quant and innovation”.

NEW YORK & LONDON--(BUSINESS WIRE)--OptionMetrics, the leading historical options data and analytics provider for institutional investors and academic researchers worldwide, is exhibiting at QuantMinds International, November 17-20, at Intercontinental O2, London.

Representatives from OptionMetrics will meet with quantitative finance professionals, asset managers, academics, and others on the rapidly evolving role of options data to optimize portfolios, price derivatives, and analyze risk.

OptionMetrics, known for providing the gold standard in historical options data for 25+ years, will showcase its:

• Flagship IvyDB US historical options data, and international options datasets: IvyDB Europe, IvyDB Canada, IvyDB Asia.
• New intraday options data, providing three snapshots throughout the day of options prices and volatility calculations on US exchange-traded equity and index options, including on 0DTE options, with IvyDB US – Intraday.
• Futures options price data and volatility surface calculations for US and European markets, with IvyDB Futures.
• Intraday data on options trading volume, for insights into options market order flows, participant activity, and directional trading strategies, with IvyDB Signed Volume.
• 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.
• Option implied betas and correlations for constituents of the SPY for a timely market adjusted view of systematic risk, with IvyDB Beta.

“The options market is growing faster than ever with new products, increased volatility, hedging and institutional and retail participation. As we look to 2026 and beyond, demand for high-quality options data, and strategies for employing them, will likely only continue to rise,” says Eran Steinberg, COO. “We look forward to speaking with institutional investors on using options data to gain insights into volatility, liquidity, and market microstructure at QuantMinds.”

Email William Ko to set up an appointment with OptionMetrics at QuantMinds International.