OptionMetrics Exhibiting at Asia EQD

As APAC options volume increases and retail options trading intensifies overall, leading options data and analytics provider offers derivatives professionals insights on leveraging options data to assess alpha and risk

NEW YORK--(BUSINESS WIRE)--OptionMetrics, the leading historical options data and analytics provider for institutional investors and academic researchers worldwide, is announcing it is exhibiting at Asia EQD 2026, October 27-28, in Hong Kong.

Asia EQD draws asset managers, hedge funds, family offices, and wealth funds in Hong Kong, Singapore and beyond to discuss derivatives, market trends, and strategies and opportunities. OptionMetrics will meet with attendees on using options data to assess alpha and risk.

Known for providing the gold standard in historical options data, OptionMetrics will feature its:

• Flagship US historical options data for researching and backtesting derivatives trading strategies and evaluating risk, with IvyDB US
• IvyDB Asia options data and IvyDB Europe and IvyDB Canada options datasets
• Intraday data on options trading volume, buying and selling pressure, lot sizes, and whether a trade occurred at the bid, ask, or midpoint for every US option, with IvyDB TradeFlow
• Intraday options data on US exchange-traded equity, 0DTE, and index options, with IvyDB US – Intraday
• Forward-looking dividend projections for US securities, with IvyDB Implied Dividend and Woodseer Dividend Forecast Data
• Historical options data on US-listed ETFs, with IvyDB ETF
• US and European futures options data, with IvyDB Futures

“Given the increasing growth in derivatives trading in the Asia Pacific region, coupled with the rise in retail options trading, and increased interest in options for hedging and speculation, there is tremendous opportunity for financial professionals to assess changing market dynamics and glean critical insights with high-quality options data,” says Eran Steinberg, OptionMetrics COO.

Email William Ko to set up an appointment.