June 17, 2009
OptionMetrics today announced the release of IvyDB Asia, a comprehensive source of historical option prices, implied volatility and sensitivity calculations for APAC region markets. The product allows traders to access a vast array of volatility and pricing data from the NIKKEI 225, HANG SENG, KOSPI, S&P ASX and various other indices in the APAC region. This critically important data can be retrieved with the same easy-to-use tools available on OptionMetrics’ U.S. and European volatility products.
As options traders become increasingly active in international markets, it’s essential for them to have the most accurate and high-quality volatility data to effectively execute their investment strategies. Indices in the APAC region have experienced a growth in options trading however there is still a lack of quality volatility data available on these securities. IvyDB Asia helps solve this problem by providing broker/dealers, hedge fund managers and proprietary trading firms with historical and implied volatilities of more than 150 securities (equities and indices) from Japanese, Hong Kong, Korean and Australian exchanges.
IvyDB Asia boasts the following key features: • Last traded price or bid/ask spread on each security • Daily corporate actions and dividend projections • Volatility surfaces by standard expirations and deltas
“Today’s trader is constantly innovating and developing new investment strategies to capitalize on the growing amount of data available on the market,” said David Hait, president and founder of OptionMetrics. “The addition of IvyDB Asia to our continually expanding product suite provides traders with the crucial tools they need to employ a truly global options investment strategy.”