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IvyDB ETF

The Leading Historical Options Data on US Listed ETFs

OptionMetrics’ IvyDB ETF provides the most comprehensive historical option pricing data and accurate implied volatility calculations and greeks for over 3,000 US-listed ETFs. Institutional investors, hedge fund managers, quantitative analysts, academic researchers, and others use IvyDB ETF to backtest technical strategies, evaluate risk models, perform efficiency tests and conduct sophisticated research on derivatives trading.

Historical US Option Pricing Data, Volatility, and Analytics

Comprehensive Coverage

IvyDB ETF contains a complete historical record of end-of-day data on all US exchange-traded ETFs from January 1996 onward. The data includes both daily option pricing information (symbol, date, closing bid and ask quote, volume, and open interest) as well as high, low, and closing prices for the underlying ETF. IvyDB ETF also provides all interest rate, dividend, and corporate action information, to enable users to correlate their own option pricing models with calculations.

Accurate Calculations

For each option price in IvyDB ETF, OptionMetrics calculates an accurate implied volatility and stores it along with the option sensitivities (delta, gamma, vega, and theta). Both European and American models are used as appropriate, with dividend/split adjustments correctly incorporated. 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). Use our volatility surface to create your own volatility trading strategies, whether simple or complex.

Continuous Time Series

IvyDB ETF 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.

Daily Updates

IvyDB ETF is updated daily to incorporate new end-of-day prices in all US exchange-traded ETFs. A daily patch file is also provided which contains corrections to previous prices or calculations when needed. The IvyDB ETF database is always current and ready to use.

Customer Support

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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The Latest News & Events

July 9, 2025 | News
Green Dividends: How Europe’s Clean Energy Mandates Are Reshaping Utility Dividend Payouts

Europe’s utility companies are navigating the balance between aggressive clean energy mandates and the need to maintain reliable dividend payouts. As part of the European Green Deal, utilities like Enel, Iberdrola, and Ørsted are heavily investing in renewable energy projects, ...

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June 30, 2025 | News
S&P 500 Record Fueled by Earnings Strength, Easing Tariff Fear

The S&P 500 has reached a new all-time high, driven by robust corporate earnings and a decrease in tariff-related fears. Following a period of uncertainty due to trade policies, investors have regained confidence, propelling the market back to its record ...

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June 18, 2025 | Events
OptionMetrics Exhibiting at Commodity Trading Week Americas

We’re excited to be exhibiting at Commodity Trading Week Americas in Stamford, CT, June 17–18. In today’s dynamic commodities and futures markets, driven by geopolitical uncertainty and shorter-dated trades, historical options data is essential for making informed decisions. Read the ...

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Contact Us for More Information

Contact us to learn how you can use IvyDB ETF to develop and backtest investment strategies, manage risk, and perform research, today.

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