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
‘Today’s relatively low Volatility Index should not be mistaken for calm’ – Winhall Risk
A lower VIX does not necessarily mean uncertainty has disappeared. Recent analysis from FOW featuring insights from OptionMetrics contributor Brett Friedman shows that while the VIX has retreated from recent highs, the volatility risk premium (VRP) remains elevated relative to ...
Read moreHow single-stock turbulence presents ‘asymmetric’ downside risk for a rather calm S&P 500
While the S&P 500 has remained relatively calm, volatility beneath the surface tells a different story. Recent outsized moves in individual stocks have created a growing divergence between single-stock volatility and broader market volatility, fueling what options traders know as ...
Read moreOptionMetrics Head Quant Garrett DeSimone Speaking on Extracting Alpha from Options-Implied Yields at Global EQD Las Vegas
OptionMetrics will be speaking and exhibiting at Global EQD in Las Vegas, May 20-21. Head of Quantitative Research Garrett DeSimone, Ph.D. will speak about “The Dividend Valuation Gap — Extracting Alpha from Options-Implied Yields” on Wednesday, May 20 at 5 ...
Read moreContact Us for More Information
Discover how you can use IvyDB Implied Dividend for dividend forecasting and investment strategies, today.