IvyDB ETF

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.

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.

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.

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.