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. The total assigned daily volume is aggregated and updated nightly.
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
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