IvyDB: end-of-day options panel

Name: IvyDB: 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
Creator: OptionMetrics, LLC

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IvyDB: 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

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Coverage

Universe, instruments and categories.

GICS sectors: US equitiesequity indicesETFsADRsfutures
Instruments: exchange-traded equity optionsindex optionsETF optionsADR optionsfutures optionsimplied volatility surfacesgreeks (delta, gamma, vega, theta)signed option volumeimplied betadividend forecastsunderlying security pricesinterest ratesdividends and corporate actions
Categories: historical options pricing and implied-volatility database
Regions: US
Sample tickers: SPY

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