Stock Options Perspective with Garrett DeSimone, PhD

This episode introduces Garrett DeSimone from OptionMetrics, a data and analytics provider specializing in exchange listed options data. DeSimone delves into the world of option metrics and market observations through their blog, where they share insights and observations from the options and futures options markets. They analyze risks associated with regional banks using indicators from the options market, emphasizing the importance of forward-looking implied beta as a better predictor of risk compared to traditional historical beta. The discussion also covers challenges and difficulties associated with tail risk hedging, particularly in the form of puts.