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
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 Signed Volume today.