New York, NY – March 30, 2005

OptionMetrics LLC has licensed CoreData’s North America Industry Groups database for its IvyDB historical option price and implied volatility products. The CoreData proprietary industry classification system adds the power of sector analysis to the IvyDB data.

IvyDB is the first widely available, comprehensive source of high-quality historical price and implied volatility data for the US equity and index options markets. It contains accurate historical prices – dating back to January 1996 – of options and their associated underlying instruments, correctly calculated implied volatilities, and option sensitivities. Customers, who include broker/dealers, hedge funds, and proprietary trading firms, can use the product to back-test trading strategies, evaluate risk/return models, and perform sophisticated research on all aspects of options investment.

With the addition of CoreData’s industry group classifications, customers can now aggregate implied volatility by sector, and perform sector-based analysis of individual stock implied volatility movements.

CoreData, A Hemscott Company, is a leading financial data publisher that serves the business information needs of major financial institutions, public corporations, business websites, and financial data redistributors. It provides its clients with superb data quality, timely information, and flexible licensing partnerships. For more information on CoreData, visit their website at http://www.hemscottdata.com, or contact HemscottData at (800) 775-8118.

OptionMetrics, LLC is a financial research and consulting firm specializing in the econometric analysis of the options markets. It provides unique solutions to clients in the financial services industry by leveraging its core expertise in the options markets, econometrics, and technology. For more information on OptionMetrics, visit the company’s website at www.optionmetrics.com, or contact OptionMetrics at (212) 918-1867.