Experts in historical options data meeting on informative nature of futures options in assessing trading strategies and risk in volatile, fast-moving commodity markets

OptionMetrics, the leading historical options data and analytics provider for institutional investors and academic researchers, is announcing it will exhibit at Commodity Trading Week Europe at Stamford Bridge Stadium in London, May 6-7.

Experts from OptionMetrics will meet with leaders in commodities trading and risk management on leveraging futures options data to assess strategies and manage volatility across metals, energy, agriculture, and other commodities.

Trading in commodity options and futures is on the rise. Contracts have increased by over 17% year-over-year to over 12 billion in 2025, with options and futures volumes increasing by 48% and 10%, respectively (World Federation of Exchanges).

Known for providing the gold standard in historical options data, OptionMetrics will feature its US and European futures options data, IvyDB Futures. IvyDB Futures contains historical futures option price data of the highest obtainable quality on 100+ of the most liquid optionable futures from CME, ICE, and Eurex global exchanges in eight sectors (agriculture, energy, equity, interest rates, crypto, and more) with the earliest historical data going back to January 2005. Data includes daily option pricing information (symbol, date, settlement price, volume, and open interest) and settlement prices for underlying futures, updated daily.

“As commodity trading continues to grow, markets are becoming more complex, volatile, and susceptible to economic and structural forces. Institutions are increasingly relying on options data for forward-looking insights on volatility skew, event risk, and hedging to assess opportunities and navigate risk,” says Eran Steinberg, COO, OptionMetrics. “We look forward to speaking with attendees at Commodity Trading Week about best practices in leveraging futures options data to do so."

OptionMetrics is also known for its flagship historical options data product, IvyDB US, for researching and backtesting derivatives trading strategies and evaluating risk. Its international options datasets, IvyDB Europe, IvyDB Canada, and IvyDB Asia are used by institutional investors and academics around the globe. See OptionMetrics’ full suite of options data and analytics products.

Email William Ko to set up an appointment with OptionMetrics at Commodity Trading Week.

View source version on businesswire.com: https://www.businesswire.com/news/home/20260504373737/en/

Media Contact:
Hilary McCarthy
774.364.1440
Hilary@clearpointagency.com

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