OPTIONMETRICS.COMManage supplier listing
Sells historical end-of-day options data: prices, calculated implied volatilities, and greeks for US equities (since 1996), European/Asia-Pacific/Canadian markets, ETF and futures options, plus signed volume, implied beta, and dividend forecasts.
Datasets
1IvyDB: end-of-day options panel — bid/ask quotes, volume, open interest, calculated implied volatilities, greeks and standardized constant-maturity volatility surfaces on 10,000+ US underlying stocks and indices from Jan 1996, with sibling databases for Europe, Asia-Pacific, Canada, ETFs and futures options plus signed volume, implied beta and dividend forecasts
Scale over 10,000 underlying stocks and indices since 1996Coverage FinancialsTickers SPY
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What buyers ask about OptionMetrics, LLC, answered from this page.
What does OptionMetrics, LLC do?
Sells historical end-of-day options data: prices, calculated implied volatilities, and greeks for US equities (since 1996), European/Asia-Pacific/Canadian markets, ETF and futures options, plus signed volume, implied beta, and dividend forecasts.
What data does OptionMetrics, LLC offer?
OptionMetrics, LLC offers (historical options pricing and implied-volatility database) — over 10,000 underlying stocks and indices since 1996.
What does OptionMetrics, LLC cover?
Coverage spans US; US equities, equity indices, ETFs, ADRs, futures; exchange-traded equity options, index options, ETF options, ADR options, futures options, implied volatility surfaces, greeks (delta, gamma, vega, theta), signed option volume, implied beta, dividend forecasts, underlying security prices, interest rates, dividends and corporate actions.
How do I get a sample from OptionMetrics, LLC?
The supplier's own access route is a contact form. Request a sample through Brickroad to start.
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