OptionMetrics

06/04/2025

𝗖𝗼𝗻𝘀𝗶𝘀𝘁𝗲𝗻𝘁 𝗗𝗮𝘁𝗮 𝗳𝗼𝗿 𝗘𝘃𝗼𝗹𝘃𝗶𝗻𝗴 𝗘𝗧𝗙 𝗠𝗮𝗿𝗸𝗲𝘁𝘀

Understanding how ETF markets behave requires more than daily price snapshots.
It calls for a consistent, historical view of how options markets have priced risk over time.

IvyDB US provides detailed, cleaned options data on U.S. equities and ETFs—used in academic research, quantitative modeling, and institutional strategy development for over two decades.

With precisely calculated greeks, bid/ask quotes, and full corporate action adjustments, the dataset supports rigorous analysis of volatility, liquidity, and pricing dynamics.

Built for empirical research. Designed to support data-driven decisions.

05/30/2025

𝗦𝘁𝗿𝘂𝗰𝘁𝘂𝗿𝗲𝗱 𝗙𝘂𝘁𝘂𝗿𝗲𝘀 𝗗𝗮𝘁𝗮 𝗳𝗼𝗿 𝗗𝗲𝗲𝗽𝗲𝗿 𝗠𝗮𝗿𝗸𝗲𝘁 𝗜𝗻𝘀𝗶𝗴𝗵𝘁

IvyDB Futures offers historical pricing and implied volatility for listed futures options across CME, ICE, and Eurex—covering 100+ of the most liquid contracts in global markets.

Built for backtesting, risk modeling, and volatility analysis, the dataset includes volume, open interest, greeks, and daily volatility surfaces—organized for efficient integration and analysis.

Learn more: https://lnkd.in/e35Fd2SK

05/13/2025

𝗘𝗺𝗽𝗼𝘄𝗲𝗿𝗶𝗻𝗴 𝗥𝗲𝘀𝗲𝗮𝗿𝗰𝗵 𝗮𝗻𝗱 𝗦𝘁𝗿𝗮𝘁𝗲𝗴𝘆 𝘄𝗶𝘁𝗵 𝗖𝗼𝗺𝗽𝗿𝗲𝗵𝗲𝗻𝘀𝗶𝘃𝗲 𝗢𝗽𝘁𝗶𝗼𝗻𝘀 𝗗𝗮𝘁𝗮

OptionMetrics provides high-quality, structured options and futures data tailored for:

✅ Institutional Investors: Facilitating market analysis, strategy development, and risk management with accurate historical data.​

✅ Risk Managers: Enabling thorough assessment of financial exposures and strategy testing in complex market environments.​

✅ Academic Researchers: Supporting empirical studies and theoretical explorations with transparent methodologies and extensive datasets.​

Our datasets cover every strike and expiration option on over 10,000 underlying stocks and indices since 1996 in the US, with additional data for Europe, Asia, and Canada.

Find out how OptionMetrics can support your data-driven objectives: https://optionmetrics.com/contact/

04/30/2025

𝗦𝗺𝗮𝗿𝘁𝗲𝗿 𝗗𝗶𝘃𝗶𝗱𝗲𝗻𝗱 𝗙𝗼𝗿𝗲𝗰𝗮𝘀𝘁𝗶𝗻𝗴 𝗳𝗼𝗿 𝗦𝘁𝗿𝗼𝗻𝗴𝗲𝗿 𝗗𝗲𝗰𝗶𝘀𝗶𝗼𝗻𝘀

Accurate forecasts lead to better decisions. By combining IvyDB’s Implied Dividend with Woodseer’s dividend forecasts, you gain a powerful solution to optimize risk management, refine options pricing, and strengthen stock selection.

With real-time data and a four-year outlook, this comprehensive approach helps you stay ahead in portfolio planning.

Take your dividend strategies to the next level. Learn more: https://lnkd.in/e3PJ3SRh

04/15/2025

𝗧𝗵𝗲 𝗚𝗹𝗼𝗯𝗮𝗹 𝗟𝗲𝗮𝗱𝗲𝗿 𝗶𝗻 𝗢𝗽𝘁𝗶𝗼𝗻𝘀 𝗗𝗮𝘁𝗮 𝗳𝗼𝗿 𝗢𝘃𝗲𝗿 𝟮𝟱 𝗬𝗲𝗮𝗿𝘀

When accuracy is crucial, institutional investors and researchers worldwide rely on OptionMetrics. For more than two decades, we’ve set the standard for historical options and implied volatility data, empowering financial professionals to backtest strategies, assess risk, and uncover opportunities with confidence.

Why Choose OptionMetrics?

➡️ Industry-Leading Metrics
Get access to Black-Scholes-Merton implied volatilities—the global benchmark for quoting option prices. Dive into term structures, skews, and smiles with data designed for comprehensive research.

➡️ Trusted by Experts
Our data fuels insights for over 350 institutions and researchers worldwide. Whether it’s trading strategies or corporate finance, our datasets consistently deliver results that withstand the toughest scrutiny.

➡️ Comprehensive Global Coverage
Access daily options prices, implied volatilities, and Greeks for markets across the US, Europe, Asia-Pacific, and Canada.

➡️ Full Transparency
Every calculation comes with detailed documentation, allowing you to replicate and validate results with ease.

➡️ Seamless Integration
Easily integrate our data into your workflow with Microsoft SQL Server and our in-house loader, ensuring smooth and efficient implementation.

Discover why OptionMetrics is the trusted choice for top professionals worldwide.

04/01/2025

As Vice President of Sales, Ira Reibeisen leads sales strategy and client engagement at OptionMetrics, working to expand market reach and strengthen partnerships with clients and data partners alike. With over 15 years of experience in financial services, he has held key roles in sales, account management, and trading.

Prior to joining OptionMetrics, Ira worked at Ladenburg Thalman in Equity Research, Sequential Advisors as a Founding Member/PM, and OptionsCity (acquired by Vela Trading Technologies). Ira holds a BSBA in Accounting from Bucknell University, where he was a two-year Captain of the D1 Men’s Tennis Team.

02/04/2025

𝗥𝗲𝘀𝗲𝗮𝗿𝗰𝗵 𝗦𝗽𝗼𝘁𝗹𝗶𝗴𝗵𝘁: 𝗣𝗲𝗲𝗿 𝗢𝗽𝘁𝗶𝗼𝗻 𝗠𝗼𝗺𝗲𝗻𝘁𝘂𝗺 & 𝗜𝗻𝘃𝗲𝘀𝘁𝗼𝗿 𝗔𝘁𝘁𝗲𝗻𝘁𝗶𝗼𝗻

A recent study documents option momentum spillovers across peer firms with shared analyst coverage—uncovering valuable insights into investor behavior and market inefficiencies.

🔎 Key Findings:
✅ Firms with peers that have higher past 12-month delta-hedged straddle returns tend to see higher future option returns.
✅ Peer option momentum is distinct from traditional option momentum yet has a similar magnitude.
✅ A firm’s peer option returns can predict its realized variance, even after controlling for implied variance and its own past option returns.
✅ Investor attention appears to be limited when it comes to volatility signals from peer firms.

This research provides compelling evidence that peer option momentum persists longer than peer stock momentum and follows broader economic linkages beyond analyst-based connections.

📖 Explore this and other research papers written by OptionMetrics, our customers, and researchers worldwide using OptionMetrics data: https://optionmetrics.com/research/

01/24/2025

𝗜𝘃𝘆𝗗𝗕 𝗙𝘂𝘁𝘂𝗿𝗲𝘀 𝟯.𝟬: 𝗧𝗵𝗲 𝗟𝗲𝗮𝗱𝗲𝗿 𝗶𝗻 𝗙𝘂𝘁𝘂𝗿𝗲𝘀 𝗢𝗽𝘁𝗶𝗼𝗻𝘀 𝗗𝗮𝘁𝗮
OptionMetrics’ IvyDB Futures 3.0 is transforming expectations for historical futures options data. Covering over 100 of the most liquid optionable futures from US and European markets, IvyDB Futures 3.0 delivers clean, accurate, and comprehensive datasets ideal for econometric studies, research, and backtesting strategies.

Why Choose IvyDB Futures 3.0?

✅ Unmatched Data Quality
Our proprietary pricing algorithms, including Cox-Ross-Rubinstein and Black-Scholes models, ensure precise and consistent data for both American- and European-style options.

✅ Extensive Coverage
Access over 100 optionable futures from CME, ICE, and Eurex exchanges, spanning sectors like agriculture, energy, metals, and more.

✅ Global Reach
Get detailed futures options data for US markets (since January 2005) and European markets (since October 2020), with daily updates for settlement prices, open interest, and other key metrics.

✅ Advanced Volatility Insights
Gain daily option pricing, Greeks, implied volatility, and volatility surface calculations, empowering you to test strategies and evaluate risk models with confidence.

IvyDB Futures 3.0 equips researchers, traders, and institutional investors with the industry’s most advanced data solution. Ensure you stay up-to-date and enhance your futures options strategies right now.

01/03/2025

𝗦𝘁𝗮𝗿𝘁 𝟮𝟬𝟮𝟱 𝘄𝗶𝘁𝗵 𝗗𝗮𝘁𝗮 𝗬𝗼𝘂 𝗖𝗮𝗻 𝗧𝗿𝘂𝘀𝘁

2025 is here, and navigating the markets means having the right tools and data at your fingertips. IvyDB Futures provides the clean, reliable data you need to make confident decisions and refine strategies.

Here’s how we can help you tackle the year ahead:
✔ Comprehensive Historical Data: IvyDB Futures offers organized data for US and European markets.
✔ Proven Pricing Models: Built on trusted methodologies like Cox-Ross-Rubinstein and Black-Scholes to ensure accuracy in research and strategy testing.
✔ Global Reach: With over 25 years of experience, we support 350+ institutions worldwide.

Start the year strong with the data that powers smarter strategies. Get started: https://optionmetrics.com/contact/

12/30/2024

𝗙𝗿𝗼𝗺 𝗜𝗻𝘀𝗶𝗴𝗵𝘁 𝘁𝗼 𝗜𝗺𝗽𝗮𝗰𝘁 𝗶𝗻 𝟮𝟬𝟮𝟱
As we wrap up an incredible year, we want to express our gratitude to our customers, partners, and team. We’re excited to support your continued success and innovation. Let’s take your strategies to the next level in the year ahead!

12/16/2024

𝗪𝗵𝘆 𝗟𝗲𝗮𝗱𝗶𝗻𝗴 𝗜𝗻𝘀𝘁𝗶𝘁𝘂𝘁𝗶𝗼𝗻𝘀 𝗖𝗵𝗼𝗼𝘀𝗲 𝗢𝗽𝘁𝗶𝗼𝗻𝗠𝗲𝘁𝗿𝗶𝗰𝘀
OptionMetrics has been a trusted partner for over 300 institutional clients, providing the most accurate and comprehensive options data for backtesting, portfolio management, and quantitative research.

Join the ranks of top investors and researchers who rely on us for market-leading data and insights.

Find out how our solutions can transform your investment strategy: https://optionmetrics.com/contact/

08/07/2024

Hosting the Olympics can accelerate urbanization, potentially acting as dividend payments in the years following the event. However, the economic boost may be short-term, with the potential for financial difficulties afterward. A few examples using Woodseer data is used to describe this pattern.

An article giving insight into the economic implications of hosting the Olympics.