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IvyDB Europe

The Gold Standard in Historical Options Data for
European Markets

Following the success of its US counterpart, IvyDB Europe was launched in 2008. It has since become the industry standard for historical option prices, and implied volatility data in the European markets. Used by over 300 institutions, IvyDB Europe contains accurate end-of-day prices for options along with their correctly calculated implied volatilities and greeks. Make more informed investment decisions with the gold standard in historical options data for European Markets.

Comprehensive European Option Pricing Data, Volatility, & Analytics

Comprehensive Coverage

IvyDB Europe covers over 900 optionable securities (equities and indices), from all major European exchanges, including the UK, France, Germany, Switzerland, Netherlands, Sweden, Belgium, Spain, and Italy. Historical data and daily updates are available for most securities since January 2002. The data includes daily option pricing information (settlement prices) and all historical distributions and corporate actions, such as splits, mergers, and name changes.

Accurate Calculations

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.

Daily Updates

IvyDB Europe 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.

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

May 22, 2025 | News
How Income Investors Can Use Options for Fun and Profit

Stock options aren’t just for speculation; they can offer powerful insights into dividend safety. As Garrett DeSimone, Head Quant at OptionMetrics, puts it: “Investors don’t need to buy and sell options for them to be useful. Options can also tell ...

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May 6, 2025 | News
This zero-day options craze could finally be coming to popular stocks like Nvidia and Tesla. Here’s what to know.

Nasdaq has officially requested SEC approval to list zero-day options (0DTE) on top stocks like Nvidia, Tesla, Apple, and more, with Monday and Wednesday expirations on the table. This expansion could be a major shift for options traders, especially individual ...

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May 1, 2025 | Events
OptionMetrics Exhibiting at Commodity Trading Week in London

We’re excited to be exhibiting at Commodity Trading Week Europe in London, May 7–8. In today’s fast-moving markets, shaped by inflation and global uncertainty, historical options data is more valuable than ever. As CEO David Hait, Ph.D., says: “Historical options ...

Read more

Contact Us for More Information

Discover how you can get started with our historical options data to develop strategies to generate
alpha, manage risk and perform research, today.

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