Industry-Leading Historical Options Data from
IvyDB Asia covers over 600 optionable securities (equities and indices), from all major Asia-Pacific exchanges. Since its launch in 2010, IvyDB Asia has brought much-needed transparency of option prices and implied volatility data in the Asian markets. Used by over 300 institutions, OptionMetrics’ IvyDB products contain accurate end-of-day prices for options along with their correctly calculated implied volatilities and greeks. With IvyDB Asia, you will be able to evaluate risk models, test trading strategies, and perform sophisticated research on all aspects of the options markets.
Comprehensive Option Pricing Data, Volatility & Analytics on
Optionable Securities From Major Asia-Pacific Exchanges
IvyDB Asia covers over 600 optionable securities (equities and indices), from all major Asia-Pacific exchanges, including Hong Kong, Japan, Taiwan, Korea, and Australia. The earliest historical data begins in January 2004. The data includes daily option pricing information (settlement prices), our own dividend projections, and all historical distributions and corporate actions, such as splits, mergers, and name changes.
We match each option price with the security price for accurate implied volatility and greeks calculations along with the option sensitivities (delta, gamma, vega, and theta). In addition, a standardized constant-maturity volatility surface is calculated for each security every day, including interpolated implied volatilities over a wide range of expirations and moneyness (by delta). You can use our volatility surface to create your own volatility trading strategies, whether simple or complex.
Continuous Time Series
Our database handles underlying symbol changes, dividend payments, and split/spinoff adjustments for you automatically. A permanent ID is associated with each instrument to allow it to be easily tracked over time even when the option symbol, strike price, or deliverables change. We also include a record of underlying security name and ticker changes to allow you to search with ease for options on securities that either no longer trade or trade under a new ticker symbol.
IvyDB Asia is updated daily to incorporate new end-of-day prices in all the equity and option exchanges we follow. A daily patch file is also provided which contains corrections to previous prices or calculations when needed. Your IvyDB 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.
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