IvyDB Signed Volume
Get Key Insights into Option Market Order Flows and
Participant Activity
The IvyDB Signed Volume dataset, available as an add-on product for IvyDB US, contains daily data on detailed option trading volume. Trades in the IvyDB US dataset are assigned as either buyer-initiated or seller-initiated based on the trade price and the bid-ask quote at the time of the trade. IvyDB Signed Volume is now available in five- and 30-minute snapshot intervals throughout the day, in addition to an end-of-day file.
Use Signed Volume to better understand buy/sell pressure on
options markets and improve your research.
Benefits of Signed Volume:
- Tracks whether a trade occurred at the bid, ask, or midpoint
- Every option, every day since January 2016
- Clean and reliable data
- Symbols and security IDs link to IvyDB US
- Expanded data points on lower option trade counts
- Tracks buying and selling pressure and parse intraday demand on 0DTE options and meme stocks
- Derives signals based on options order flow throughout the day
The Latest News & Events
OptionMetrics Releases IvyDB US 7.0 and IvyDB ETF 5.0
OptionMetrics is pleased to announce the release of IvyDB US 7.0 and IvyDB ETF 5.0, introducing a more advanced framework for options data analysis with expanded flexibility in valuation methodologies and materially improved data precision. The datasets incorporate borrow rate–aware ...
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OptionMetrics was featured in a recent Reuters article on the U.S. dollar outlook, with Garrett DeSimone, Head of Quantitative Research at OptionMetrics, noting that hedging activity has eased following Kevin Warsh’s Fed nomination. OptionMetrics data also showed rising interest in ...
Read moreGarrett 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 ...
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Discover how you can get started with IvyDB Signed Volume today.