IvyDB Futures
Historical Data for Futures Options Markets
IvyDB Futures contains historical future option price data of the highest obtainable quality for the US and EU futures markets. Evaluate risk models, test trading strategies, and perform empirical and econometric research of the US and EU futures options markets.
Futures Data to Evaluate Risk, Test Strategies,
and Perform Research
IvyDB Futures covers 100+ of the most liquid optionable futures from CME, ICE, and Eurex global exchanges in eight sectors, including agriculture, energy, equity, interest rates, crypto, and more. The earliest historical data begins in January 2005. The data includes both daily option pricing information (symbol, date, settlement price, volume, and open interest) and settlement prices for the underlying futures.
A permanent ID is associated with each instrument to allow it to be easily tracked over time. We also include a record of option name, underlying futures name, option strike multiplier and exchange to allow you to search with ease for options on securities that either no longer trade or trade under a new symbol.
IvyDB Futures is updated daily to incorporate new settlement prices for the futures and their options that we cover. A daily patch file is also provided which contains corrections to previous prices when needed. Your IvyDB Futures database is always current and ready to use.
OptionMetrics clients receive dedicated support and expert guidance from day one. We provide step-by-step installation guides as well as in-depth reference manuals for your day-to-day use. Should you have any questions, our support team is available during working hours (Eastern Time) Monday through Friday; for urgent issues, assistance is available 24x7.
The Latest News & Events
Garrett DeSimone Featured in MarketWatch on S&P 500 “Crash Insurance”
In a recent MarketWatch article, OptionMetrics’ Head of Quantitative Research, Garrett DeSimone, offered insight into current market sentiment. He noted that “crash insurance” for the S&P 500 remains “somewhat expensive,” even after last week’s rebound - underscoring continued caution among ...
Read moreZero – Day Options Are Limiting Equity Rebounds
A recent article explores how the explosion of zero-day and ultra-short-dated options is shaping equity market behavior. Garrett DeSimone, Head Quant at OptionMetrics, explains that these short-option strategies tend to look profitable in calm markets but can quickly unravel when ...
Read moreOptionMetrics Exhibiting at QuantMinds International on November 17-20
OptionMetrics will be exhibiting at QuantMinds International in London from November 17–20. Our team will be showcasing the IvyDB suite and discussing how high-quality historical options and volatility data supports cutting-edge research in pricing, risk management, and quantitative strategy development. ...
Read moreContact Us for More Information
Discover how you can get started with IvyDB Futures today.