IvyDB Signed Volume
Get Key Insights into Option Market Order Flows and
Participant Activity
The IvyDB Signed Volume dataset, available as an add-on product for IvyDB US, contains daily data on detailed option trading volume. Trades in the IvyDB US dataset are assigned as either buyer-initiated or seller-initiated based on the trade price and the bid-ask quote at the time of the trade. IvyDB Signed Volume is now available in five- and 30-minute snapshot intervals throughout the day, in addition to an end-of-day file.
Use Signed Volume to better understand buy/sell pressure on
options markets and improve your research.
Benefits of Signed Volume:
- Tracks whether a trade occurred at the bid, ask, or midpoint
- Every option, every day since January 2016
- Clean and reliable data
- Symbols and security IDs link to IvyDB US
- Expanded data points on lower option trade counts
- Tracks buying and selling pressure and parse intraday demand on 0DTE options and meme stocks
- Derives signals based on options order flow throughout the day
The Latest News & Events
OptionMetrics 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 moreOptionMetrics Exhibiting at Commodity Trading Week Europe, May 6-7
OptionMetrics is heading to Commodity Trading Week Europe, May 6–7 at Stamford Bridge Stadium. As commodity markets become more complex and volatile, institutions are increasingly turning to options data for forward-looking insights on volatility, event risk, and hedging strategies. Our ...
Read moreRetail Trading Surge: Opportunity or Risk?
A recent Reuters analysis explores the implications of the SEC’s move to ease day-trading restrictions, a change expected to further expand retail participation in equity markets. Data from OptionMetrics highlights a critical pattern: periods of elevated retail trading activity have ...
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