NEW YORK--(BUSINESS WIRE)--OptionMetrics, an options database and analytics provider for institutional investors and academic researchers worldwide, is announcing updates to its flagship options database with the release of IvyDB US 5.0.
IvyDB US 5.0 builds on OptionMetrics’ heritage of providing the most comprehensive database of historical options data, offering complete end-of-day data on all U.S. exchange-traded equity and index options from January 1996 onward. It makes a greater amount of data available to academic researchers and also leverages updated methodologies to more precisely account for dividends and dividend projections in the calculation of implied volatilities and greeks. Additionally, IvyDB US 5.0 expands its coverage of AM-settled options.
Academic researchers leveraging IvyDB US 5.0 will also gain access to even more recent data with data provided through December 2020 in the academic version of the product. Daily updates on end-of-day prices continue to be standard for institutional investors.
“From assessing the markets, to developing trading strategies, interest in options and options data has been on the rise. Our goal has always been, and remains, to provide the most comprehensive, highest quality, research-grade options data and analytical tools to allow investors and researchers to more efficiently analyze markets and determine risk. We are proud to continue to build on that commitment with IvyDB US 5.0,” says OptionMetrics CEO David Hait, Ph.D.
About OptionMetrics
With over 20 years as the premier provider of historical options and implied volatility data, OptionMetrics distributes its IvyDB databases to leading portfolio managers, traders, and quantitative researchers at corporate and academic institutions worldwide. Used to construct and test investment strategies, perform empirical research, and accurately assess risk, IvyDB provides historical data for the U.S., Europe, Asia-Pacific, and Canada. Its IvyDB US offers end-of-day data on over 10,000 underlying stocks, indices, and ETFs beginning as early as 1996 and includes underlying security and option prices with implied volatility, greeks, volatility surfaces, and other market analytics. www.optionmetrics.com, LinkedIn, Twitter, Facebook.
