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
Retail 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 ...
Read moreOptionMetrics Data Reveals Persistent Tail Risk in Oil Markets
Recent analysis powered by OptionMetrics data reveals how oil options markets are continuing to price in meaningful geopolitical risk, even following the US-Iran ceasefire. By extracting implied probabilities from Brent crude options, OptionMetrics’ models show that while markets quickly repriced ...
Read moreRecord 0DTE Options Volumes Signal Shifting Market Dynamics
Volatility continues to reshape options markets. New data shows 0DTE S&P 500 options volumes reaching record highs, as institutional investors increasingly turn to ultra-short-dated instruments for tactical hedging amid ongoing geopolitical uncertainty. In the latest IFR report, Garrett DeSimone, Head ...
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