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
Tariffs are causing stock-market panic and leading investors into riskier options trading.
Tariff uncertainty is driving record options trading, with 0DTE trades making up 54% of S&P 500 options activity. “It’s definitely possible” that these trades impact volatility, says Garrett DeSimone, Head Quant at OptionMetrics, “but much of this news coincides with ...
Read moreOptionMetrics Exhibiting at Quant Strats NYC
We're at Quant Strats NYC, connecting with quant strategists, hedge funds, and traders on leveraging data to generate alpha, manage risk, and optimize portfolios. Visit us to explore our latest options analytics, including IvyDB Implied Dividend, IvyDB Futures, IvyDB Beta, ...
Read moreGoldman: $2.7 trillion of options set for expiration
Goldman Sachs' analysis, supplemented by OptionMetrics data, provides a detailed breakdown of the $2.7 trillion options expiration event. The accompanying chart highlights the composition of expiring contracts, showcasing the dominance of S&P 500 AM-settled options ($1.2T), alongside single-stock options ($615B), ETFs, ...
Read moreContact Us for More Information
Discover how you can get started with IvyDB Futures today.