OptionMetrics Ivy DB



Ivy DB is the first widely available, comprehensive source of high-quality historical price and implied volatility data for the US equity and index options markets. Encompassing more than ten years of data, Ivy DB contains accurate historical prices of options and their associated underlying instruments, correctly calculated implied volatilities, and option sensitivities. With Ivy DB, you will be able to backtest trading strategies, evaluate risk models, and perform sophisticated research on all aspects of options investment.

  1. Comprehensive coverage
  2. Prices, Adjusted Returns, Dividends, and Corporate Actions
  3. Implied Volatility and Sensitivities
  4. Option Price Continuity
  5. Timely updates
  6. Volatility Surface