Comprehensive Coverage
Complete historical end-of-day data, from 1996 onward for US equity and index options. Daily high, low, closing prices; interest rates, dividend, corporate action information.
Accurate Calculations
Implied volatility and delta, gamma, vega, theta option sensitivities. European and American models. Standardized constant-maturity volatility surface.
Continuous Time Series
Handles underlying symbol changes, dividend payments, and split/spinoff adjustments automatically.
Daily Updates
Updated daily to incorporate new end-of-day prices in equity and option exchanges. Data is always current, ready to use.
Global Markets
The most accurate daily option prices, implied volatility, and Greek calculations for North America, Europe, and Asia-Pacific.
Customer Support
Dedicated support during work hours (EST). 24X7 access for urgent issues, step-by-step installation guides, and reference manuals.
OptionMetrics Exhibiting at FIA Futures & Options Expo
NEW YORK & CHICAGO--(BUSINESS WIRE)--OptionMetrics, an options database and analytics provider for institutional investors and academic researchers worldwide, will exhibit at FIA Futures & Options Expo Chicago, November 18-20 at Sheraton Grand Chicago Riverwalk. OptionMetrics representatives will be available at booth 225 ...
Read moreCan sustainable divesting pressure companies to improve their environmental profiles?
In his latest research, Dr. George Skiadopoulos, Professor of Finance at the University of Piraeus and Queen Mary University of London, presents a pioneering study on how institutional investors' climate considerations influence firms' financial and environmental profiles. Leveraging advanced data ...
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Buybacks, FOMO, ‘Vanna Tailwind’ Prime Stocks for Year-End Rally
"The vanna effect may play a similar role in propelling the market post-elections as it did in 2020, says Garrett DeSimone, head of quantitative research at OptionMetrics. 'The idea is that volatility has been priced higher due to hedging against ...
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