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
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 ...
Read moreOptionMetrics Featured in Reuters on Shifting U.S. Dollar Positioning
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 ...
Read moreContact Us for More Information
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