OptionMetrics Extends Licensing of Its IvyDB Europe Options Database to Academic Institutions

New York, NY – April 2, 2012 OptionMetrics, the financial industry’s premier provider of accurate and complete historical options price data and analytics, today announced it is extending the licensing of its IvyDB Europe options database service to universities. Launched in 2006, IvyDB Europe is the first academic quality database of historical price, implied volatility, and sensitivity information for the … Read More »


OptionMetrics Expands Coverage Area with Launch of IvyDB Asia

New York, NY – June 17, 2009 OptionMetrics today announced the release of IvyDB Asia, a comprehensive source of historical option prices, implied volatility and sensitivity calculations for APAC region markets. The product allows traders to access a vast array of volatility and pricing data from the NIKKEI 225, HANG SENG, KOSPI, S&P ASX and various other indices in the … Read More »


OptionMetrics to Sponsor 2nd Annual Volatility Trading Summit

New York, NY – March 24, 2009 MEDIA ALERT OptionMetrics today announced that it will be sponsoring the 2nd Annual Volatility Trading Summit from March 24-25 in New York. The event is a gathering of executives from the world’s top financial firms who have a specific interest in volatility and its impact on investors. David Hait, president and founder of … Read More »


Volatility and Data Demands Driving Options Tech

New York, NY – January 5, 2009 “Volatility and Data Demands Driving Options Tech” Securities Industry News, Jan. 5, 2009 By Alexa Jaworski – Volatile market conditions rattled Wall Street throughout 2008, but for providers of options-focused technology it has been a boon. “Volatility in and of itself isn’t going to cause technology spending–it’s the derivatives of volatility,” explains Robert … Read More »


OptionMetrics Launches the Next Generation of IvyDB Europe

New York, NY (Business Wire) – December 09, 2008 OptionMetrics, the leading provider of intelligent data that turns volatility into opportunity, today announced the release of the next generation of IvyDB Europe, its landmark historical options data product for the European market. The new version provides customers with enhanced accuracy and methodology of the product’s price data and volatility calculations. Users now have … Read More »


OptionMetrics Leverages SpryWare FASTOR for Intelligent and Accurate Market Data

New York, NY (Business Wire) – October 07, 2008 SpryWare, a technology provider of low-latency standardized financial market-data via direct exchange feeds announced today that OptionMetrics is leveraging SpryWare FASTOR as a resource and archive facility for every trade and quote from all major equity, option and future exchanges. Using FASTOR, OptionMetrics, the leading provider of intelligent data that turns volatility into … Read More »


OptionMetrics to Boost Data Output

New York, NY – September 09, 2008 By Veronica Belitski, Wall Street Letter OptionMetrics, a New York-based options analytics firm, is planning to boost its data offering by expanding into examining intra-day correlations and providing more sophisticated analysis. The firm offers one of the largest comprehensive historical options databases, which now allows traders, managers and analysts to pull up daily data to calculate … Read More »


OptionMetrics Announces Historical Option Data Product for European Markets

New York, NY – October 18, 2006 OptionMetrics LLC today announced the release of IvyDB Europe™, the first historical option pricing and implied volatility data source developed specifically for the European listed options markets. “The increasing use of European equity and index options by our customers, primarily proprietary traders and hedge funds, has underscored the need for high-quality implied volatility and pricing … Read More »


OptionMetrics Licenses CoreData’s Industry Groups Database

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 … Read More »


OptionMetrics Sponsors IQPC’s Volatility Trading & Risk Management Event in New York.

New York, NY – January 24, 2005 OptionMetrics today announced that it is sponsoring the Volatility Trading & Risk Management Conference in New York City on March 1st – 2nd, 2005, hosted by IQPC. This conference, the first of its kind in the US, will feature presentations and insights on volatility trading delivered by some of the most respected practitioners in the … Read More »