IvyDB Implied Dividend
Anticipated Dividends Implied by the Options Market
![]()
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
The Most Disappointing Crude Rally Ever?
Is crude oil really experiencing the rally of a lifetime? In the latest episode of The Futures Rundown, OptionMetrics contributor Brett Friedman of Winhall Risk Analytics joins Mark Longo to examine why crude oil’s response to recent geopolitical turmoil has ...
Read moreOptionMetrics Announces Intraday and Historical Options Data and Analytics on Snowflake
IvyDB US Intraday is now available on Snowflake, bringing OptionMetrics’ gold-standard data quality to intraday options analysis through a streamlined cloud environment. Gain access to detailed, timely insights designed to support market analysis, quantitative research, and more informed decision-making. Read ...
Read moreFOMO fuels Wall Street’s breakout rally as traders pile in
FOMO is fueling Wall Street’s latest breakout, and the options market is reflecting the growing demand for upside exposure. Garrett DeSimone, Head of Quant Research at OptionMetrics, spoke with Reuters about the unusual rise in volatility alongside stock prices and ...
Read moreContact Us for More Information
Discover how you can use IvyDB Implied Dividend for dividend forecasting and investment strategies, today.