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IvyDB Futures

Historical Data for Futures Options Markets

IvyDB Futures contains historical future option price data of the highest obtainable quality for the US futures markets. Evaluate risk models, test trading strategies, and perform empirical and econometric research of the US futures option markets.

Futures Data to Evaluate Risk, Test Strategies,
and Perform Research

Comprehensive Coverage

IvyDB Futures covers over 30 of the most liquid optionable US exchange-traded futures in six sectors. The earliest historical data begins in January 2005. The data includes both daily option pricing information (symbol, date, settlement price, volume, and open interest) and settlement prices for the underlying futures.

The Latest News & Events

| Events
OptionMetrics Exhibiting at FIA Futures & Options Expo

NEW YORK & CHICAGO--(BUSINESS WIRE)--OptionMetrics, an options database and analytics provider for institutional investors and academic researchers worldwide, will exhibit at FIA Futures & Options Expo Chicago, November 18-20 at Sheraton Grand Chicago Riverwalk. OptionMetrics representatives will be available at booth 225 ...

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| News
Can sustainable divesting pressure companies to improve their environmental profiles?

In his latest research, Dr. George Skiadopoulos, Professor of Finance at the University of Piraeus and Queen Mary University of London, presents a pioneering study on how institutional investors' climate considerations influence firms' financial and environmental profiles. Leveraging advanced data ...

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| News
Buybacks, FOMO, ‘Vanna Tailwind’ Prime Stocks for Year-End Rally

"The vanna effect may play a similar role in propelling the market post-elections as it did in 2020, says Garrett DeSimone, head of quantitative research at OptionMetrics. 'The idea is that volatility has been priced higher due to hedging against ...

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