We use a common language all practitioners understand.
Black-Scholes-Merton implied volatilities are standard for quoting options prices. Differences across delta (smile or skew) and across time-to-expiration (term structure) provide ample fodder for investigating arbitrage and relative value opportunities.
Replicate and extend studies with full confidence.
Our data is the standard across academic and industry research that involves options data, from trading strategy research to corporate finance. Currently over 300 institutional subscribers and universities around the world rely on OptionMetrics data.
You are in control.
Our data products allow you to backtest trading strategies, evaluate risk models, and perform sophisticated research on all aspects of options investment.
Completely transparent methodology.
Our documentation explains our calculations with enough detail to allow replication for spot checking.
Global Markets Data.
We deliver daily option prices, implied volatility and greek calculations for US, European, Asian-Pacific and Canadian markets.
Host and access data to suit your needs.
Access is not tied to any particular API or platform. You can choose to use database management systems like Microsoft SQL Server, which we support with our own loading tool.
