IvyDB Futures
Historical Data for Futures Options Markets
IvyDB Futures contains historical future option price data of the highest obtainable quality for the US and EU futures markets. Evaluate risk models, test trading strategies, and perform empirical and econometric research of the US and EU futures options markets.
Futures Data to Evaluate Risk, Test Strategies,
and Perform Research
IvyDB Futures covers 100+ of the most liquid optionable futures from CME, ICE, and Eurex global exchanges in eight sectors, including agriculture, energy, equity, interest rates, crypto, and more. 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.
A permanent ID is associated with each instrument to allow it to be easily tracked over time. We also include a record of option name, underlying futures name, option strike multiplier and exchange to allow you to search with ease for options on securities that either no longer trade or trade under a new symbol.
IvyDB Futures is updated daily to incorporate new settlement prices for the futures and their options that we cover. A daily patch file is also provided which contains corrections to previous prices when needed. Your IvyDB Futures 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.
The Latest News & Events
Bloomberg Features OptionMetrics’ Garrett DeSimone on Market Fragility and Volatility Risks
Though markets appear steady, Bloomberg reports that underlying volatility signals tell a different story. Garrett DeSimone, Head of Quantitative Research at OptionMetrics, notes that recent market behavior points to rising fragility and potential contagion risks. His insights highlight how even ...
Read moreOptionMetrics Exhibiting at Quant Strats London
OptionMetrics will be exhibiting at Quant Strats London on October 14–15. The conference brings together leading quantitative researchers, buy-side professionals, and investment thought leaders to discuss data-driven approaches to trading and portfolio management. Our team looks forward to engaging with ...
Read moreZero-day contracts become dominant force in S&P 500 options market
Zero-day-to-expiry (0DTE) S&P 500 options have surged to record highs, now accounting for nearly 60% of all S&P 500 options activity, according to Cboe. Both retail and institutional investors are driving this growth as they adopt 0DTE contracts for more ...
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