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 pricing, term structure implied index yields, and Woodseer Dividend Forecast data directly into calculations, resulting in more consistent implied volatility estimation and more accurate cross-asset valuation for systematic and fundamental strategies.