IvyDB Implied Dividend
Anticipated Dividends Implied by the Options Market
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Greater Predictive Power
IvyDB Implied Dividend uses a superior methodology and more accurate model to predict dividend yields with the options market valuation of future dividends over time, versus historical, backward-looking data, used by other providers. IvyDB Implied Dividend’s numerical approach, incorporating binomial tree models to price risk-neutral dividend yields, offers greater accuracy in determining dividends for US options, over put-call parity, which can be prone to systematic bias as a result of the American-style exercise feature.
Benefits of IvyDB Implied Dividend
- Gain important insights on dividend forecasts with forward-looking dividend projections for US optionable single-name securities
- Assess dividend risk premium trades and pricing dividends into the future
- Proxy for dividend uncertainty in the market against analyst and other dividend forecast expectations
- Gauge signals in portfolio selection, such as in identifying stocks with a positive implied dividend yield
- Assess cross-sectional comparisons across groups (sectors, market cap, etc.)
- Backtest investment strategies
- Intuitive and easy to use; no options expertise required
The Latest News & Events
OptionMetrics Partners With Equality Asset Management to Broaden Product Portfolio, Expand Markets
We’re excited to announce OptionMetrics’ new partnership with Equality Asset Management, a Boston-based growth equity firm. This partnership will support the continued expansion of our datasets and analytics, deepen our coverage across global markets, and accelerate the development of new ...
Read moreAccuracy of Implied Volatility
Implied volatility is often viewed as the market's best forecast of future uncertainty, but how accurate is it? Brett Friedman, Winhall Risk Analytics/OptionMetrics contributor, examines SPX and historical VIX data to analyze the forward-looking volatility risk premium (VRP), offering new ...
Read morePlease disperse! Traders drop lucrative derivatives bets amid record market churn
Market conditions that created exceptional returns for dispersion strategies may also be prompting investors to rethink their next move. In a recent IFR article, Garrett DeSimone, Head of Quant Research at OptionMetrics, discusses why historically low implied correlation has some ...
Read moreContact Us for More Information
Discover how you can use IvyDB Implied Dividend for dividend forecasting and investment strategies, today.