News & Events

IvyDB Historical Options Prices and Volatility added to RIMES Platform

May 5, 2003

New York, NY – May 05, 2003

OptionMetrics, LLC and RIMES Technologies are pleased to announce the availability of IvyDB, OptionMetrics’ historical option price and implied volatility database, via the RIMES platform.

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.

Together with the RIMES platform, the database empowers investors to construct more sophisticated investment and hedging strategies. Users will be able to incorporate IvyDB price, volatility, and associated analytics directly into Excel spreadsheets via the RIMES Excel and web interfaces.

RIMES Technologies is a leading edge financial-data integrator and brings key insights into the ways that clients want to access and analyze financial data. RIMES Technologies Corporation was formed in 1996 and has grown from inception as an Internet platform: with speed, cost-effectiveness, efficiency, reliability and accessibility as its cornerstones. For more information on RIMES, visit their website at, or contact RIMES at (212) 334-6866.

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.