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OptionMetrics Releases New Version of IvyDB - OptionMetrics

May 1, 2002

New York, NY – May 1, 2002

OptionMetrics today announced that the most recent update of IvyDB ( has been released. This long-awaited update offers several data improvements:

» Option adjustments and special settlements due to corporate actions prior to December, 2000 have been entirely redone, to ensure that these adjustments are handled correctly. » The dividend projection algorithm has been improved. » Statistics on total option trading volume have been added to the historical data » Improvements have been made in the standardized option implied volatility interpolation algorithm to reduce the number of missing data points.

IvyDB is the first widely available, comprehensive source of high-quality historical price and implied volatility data for the US equity and index options markets. It contains accurate historical prices – dating back to January 1996 – of options and their associated underlying instruments, correctly calculated implied volatilities, and option sensitivities. Customers, who include broker/dealers, hedge funds, and proprietary trading firms, can use the product to back-test trading strategies, evaluate risk/return models, and perform sophisticated research on all aspects of options investment.

OptionMetrics, LLC is a financial research and consulting firm specializing in the econometric analysis of the options markets.

It provides unique solutions to clients in the financial services industry by leveraging its core expertise in the options markets, econometrics, and technology.