Hey! Sign in
My account
Hey! Sign in
My account
Home/Financial Data/Derivatives Data/Options Price Data/
OptionMetrics IvyDB Global Indices - Historical Option Price Data a...
OptionMetrics IvyDB Global Indices - Historical Option Price Data and Implied...
Contact Provider Save for later
OptionMetrics IvyDB Global Indices - Historical Option Price Data and Implied Volatility Data product image in hero

OptionMetrics IvyDB Global Indices - Historical Option Price Data and Implied Volatility Data

OptionMetrics
No reviews yetBadge iconVerified Data Provider
Contact Provider Save for later
Data Samples
Currency.csv Distribution.csv Distribution_Projection.csv Exchange.csv Forward_Price.csv Future_Price.csv Historical_Volatility.csv Index_Dividend.csv Option_Price.csv Security_Name.csv Security_Price.csv Std_Option_Price.csv Zero_Curve.csv
#
ID
Symbol
Name
1 xxxxxxxxxx Xxxxxxxxx xxxxxx
2 xxxxxxxxxx Xxxxx Xxxxxx
3 Xxxxxxxxxx Xxxxxx Xxxxxxxxx
4 Xxxxxxxxxx xxxxxxxxx Xxxxxxxxx
5 xxxxxxxxx Xxxxxxx xxxxxx
6 Xxxxx xxxxxxxxxx xxxxxx
7 Xxxxxxxxxx xxxxxx Xxxxx
8 Xxxxxx xxxxx xxxxxxxx
9 xxxxxxx Xxxxx Xxxxxxxx
10 xxxxxxxxxx xxxxxx Xxxxxxxxx
... xxxxxx Xxxxxxxxx Xxxxxxxxx
Sign In To Preview Data
#

1 xxxxxxxxxx
2 Xxxxxxxxx
3 xxxxxx
4 xxxxxxxxxx
5 Xxxxx
6 Xxxxxx
7 Xxxxxxxxxx
8 Xxxxxx
9 Xxxxxxxxx
10 Xxxxxxxxxx
... xxxxxxxxx
Sign In To Preview Data
#

1 xxxxxxxxxx
2 Xxxxxxxxx
3 xxxxxx
4 xxxxxxxxxx
5 Xxxxx
6 Xxxxxx
7 Xxxxxxxxxx
8 Xxxxxx
9 Xxxxxxxxx
10 Xxxxxxxxxx
... xxxxxxxxx
Sign In To Preview Data
#
ID
Symbol
Country
Name
1 xxxxxxxxxx Xxxxxxxxx xxxxxx xxxxxxxxxx
2 Xxxxx Xxxxxx Xxxxxxxxxx Xxxxxx
3 Xxxxxxxxx Xxxxxxxxxx xxxxxxxxx Xxxxxxxxx
4 xxxxxxxxx Xxxxxxx xxxxxx Xxxxx
5 xxxxxxxxxx xxxxxx Xxxxxxxxxx xxxxxx
6 Xxxxx Xxxxxx xxxxx xxxxxxxx
7 xxxxxxx Xxxxx Xxxxxxxx xxxxxxxxxx
8 xxxxxx Xxxxxxxxx xxxxxx Xxxxxxxxx
9 Xxxxxxxxx xxxxxxxxxx Xxxxxx Xxxxx
10 xxxxxx xxxxxxx xxxxxxx Xxxxx
... xxxxxx Xxxxxxxxxx xxxxxxxx xxxxxx
Sign In To Preview Data
#
SecurityID
Currency
Date
Expiration
AMSettlement
ForwardPrice
1 xxxxxxxxxx Xxxxxxxxx xxxxxx xxxxxxxxxx Xxxxx Xxxxxx
2 Xxxxxxxxxx Xxxxxx Xxxxxxxxx Xxxxxxxxxx xxxxxxxxx Xxxxxxxxx
3 xxxxxxxxx Xxxxxxx xxxxxx Xxxxx xxxxxxxxxx xxxxxx
4 Xxxxxxxxxx xxxxxx Xxxxx Xxxxxx xxxxx xxxxxxxx
5 xxxxxxx Xxxxx Xxxxxxxx xxxxxxxxxx xxxxxx Xxxxxxxxx
6 xxxxxx Xxxxxxxxx Xxxxxxxxx xxxxxxxxxx Xxxxxx Xxxxx
7 xxxxxx xxxxxxx xxxxxxx Xxxxx xxxxxx Xxxxxxxxxx
8 xxxxxxxx xxxxxx Xxxxx Xxxxxxx xxxxxx Xxxxxxxx
9 Xxxxxxx Xxxxx xxxxxx xxxxxxxxxx Xxxxx xxxxxxxxxx
10 xxxxxxxxx Xxxxxxx xxxxxxxx xxxxxxxx Xxxxxxxxxx Xxxxxxxx
... Xxxxxxxx xxxxxxxxx Xxxxxxxxxx Xxxxxx Xxxxxxxxx xxxxx
Sign In To Preview Data
#

1 xxxxxxxxxx
2 Xxxxxxxxx
3 xxxxxx
4 xxxxxxxxxx
5 Xxxxx
6 Xxxxxx
7 Xxxxxxxxxx
8 Xxxxxx
9 Xxxxxxxxx
10 Xxxxxxxxxx
... xxxxxxxxx
Sign In To Preview Data
#
SecurityID
Date
Days
Currency
Volatility
1 xxxxxxxxxx Xxxxxxxxx xxxxxx xxxxxxxxxx Xxxxx
2 Xxxxxx Xxxxxxxxxx Xxxxxx Xxxxxxxxx Xxxxxxxxxx
3 xxxxxxxxx Xxxxxxxxx xxxxxxxxx Xxxxxxx xxxxxx
4 Xxxxx xxxxxxxxxx xxxxxx Xxxxxxxxxx xxxxxx
5 Xxxxx Xxxxxx xxxxx xxxxxxxx xxxxxxx
6 Xxxxx Xxxxxxxx xxxxxxxxxx xxxxxx Xxxxxxxxx
7 xxxxxx Xxxxxxxxx Xxxxxxxxx xxxxxxxxxx Xxxxxx
8 Xxxxx xxxxxx xxxxxxx xxxxxxx Xxxxx
9 xxxxxx Xxxxxxxxxx xxxxxxxx xxxxxx Xxxxx
10 Xxxxxxx xxxxxx Xxxxxxxx Xxxxxxx Xxxxx
... xxxxxx xxxxxxxxxx Xxxxx xxxxxxxxxx xxxxxxxxx
Sign In To Preview Data
#
SecurityID
Date
Expiration
Rate
1 xxxxxxxxxx Xxxxxxxxx xxxxxx xxxxxxxxxx
2 Xxxxx Xxxxxx Xxxxxxxxxx Xxxxxx
3 Xxxxxxxxx Xxxxxxxxxx xxxxxxxxx Xxxxxxxxx
4 xxxxxxxxx Xxxxxxx xxxxxx Xxxxx
5 xxxxxxxxxx xxxxxx Xxxxxxxxxx xxxxxx
6 Xxxxx Xxxxxx xxxxx xxxxxxxx
7 xxxxxxx Xxxxx Xxxxxxxx xxxxxxxxxx
8 xxxxxx Xxxxxxxxx xxxxxx Xxxxxxxxx
9 Xxxxxxxxx xxxxxxxxxx Xxxxxx Xxxxx
10 xxxxxx xxxxxxx xxxxxxx Xxxxx
... xxxxxx Xxxxxxxxxx xxxxxxxx xxxxxx
Sign In To Preview Data
#
SecurityID
Date
OptionID
Exchange
Currency
Expiration
Strike
CallPut
Symbol
Bid
Ask
Last
Volume
OpenInterest
SpecialSettlement
ImpliedVolatility
Delta
Gamma
Vega
Theta
AdjustmentFactor
ExerciseStyle
SymbolFlag
CalculationPrice
ReferenceExchange
AMSettlement
ContractSize
ExpiryIndicator
1 xxxxxxxxxx Xxxxxxxxx xxxxxx xxxxxxxxxx Xxxxx Xxxxxx Xxxxxxxxxx Xxxxxx Xxxxxxxxx Xxxxxxxxxx xxxxxxxxx Xxxxxxxxx xxxxxxxxx Xxxxxxx xxxxxx Xxxxx xxxxxxxxxx xxxxxx Xxxxxxxxxx xxxxxx Xxxxx Xxxxxx xxxxx xxxxxxxx xxxxxxx Xxxxx Xxxxxxxx xxxxxxxxxx
2 xxxxxx Xxxxxxxxx xxxxxx Xxxxxxxxx Xxxxxxxxx xxxxxxxxxx Xxxxxx Xxxxx xxxxxx xxxxxxx xxxxxxx Xxxxx xxxxxx Xxxxxxxxxx xxxxxxxx xxxxxx Xxxxx Xxxxxxx xxxxxx Xxxxxxxx Xxxxxxx Xxxxx xxxxxx xxxxxxxxxx Xxxxx xxxxxxxxxx xxxxxxxxx Xxxxxxx
3 xxxxxxxx xxxxxxxx Xxxxxxxxxx Xxxxxxxx Xxxxxxxx xxxxxxxxx Xxxxxxxxxx Xxxxxx Xxxxxxxxx xxxxx xxxxxxx xxxxxxxxx Xxxxxx Xxxxxxx Xxxxxxxxx xxxxxxxxx xxxxxxxxx Xxxxx xxxxxxxx Xxxxxxx xxxxxxxxx Xxxxxxx xxxxx Xxxxxxx xxxxxxx Xxxxx xxxxxxxxxx Xxxxxxx
4 Xxxxx xxxxxxxxxx Xxxxxx xxxxxx Xxxxxxxxx xxxxx Xxxxxxxxxx xxxxxx xxxxx xxxxxxxx Xxxxxx Xxxxxxxxxx xxxxxxxxx Xxxxxxxxxx xxxxxxxx xxxxx Xxxxxx xxxxxxxxxx xxxxxxxxx xxxxx xxxxx xxxxxxxx xxxxxx Xxxxxxxxxx xxxxxxxxxx Xxxxx xxxxxxx Xxxxxxxx
5 Xxxxxxx xxxxx xxxxxxxx xxxxxxxxxx Xxxxxx xxxxxxxxx Xxxxx xxxxx xxxxxxxxx xxxxxxx Xxxxxxxxx Xxxxxxx xxxxxxxxxx Xxxxx xxxxxxxxx xxxxxxx Xxxxxx xxxxxxxxx xxxxx Xxxxxxx xxxxxxxxx Xxxxxxxx xxxxxxxx Xxxxxxxx Xxxxxxxx xxxxxxxx xxxxxxxxx Xxxxxxx
6 Xxxxxxxxx xxxxxxxx xxxxx Xxxxxxxxxx xxxxxxxxxx xxxxxx Xxxxx Xxxxxxx Xxxxx Xxxxxx Xxxxx Xxxxxxxxx xxxxxx xxxxxxxx Xxxxxxxxx Xxxxxx Xxxxxxxxxx Xxxxxx Xxxxx Xxxxxxx xxxxxxxxx Xxxxx xxxxx Xxxxxx xxxxxxxxx xxxxxxx xxxxxxxxx Xxxxxxxxxx
7 xxxxxxxxx Xxxxx Xxxxx Xxxxxxxxx xxxxxxxxxx xxxxxx xxxxxxxxx xxxxxxx Xxxxxxx Xxxxxxxxxx Xxxxxxxxxx Xxxxxxxx Xxxxxxxxx xxxxx Xxxxxxx xxxxxxxxxx Xxxxxxxxx Xxxxxxxx xxxxxxxxxx xxxxxxx Xxxxxxxx xxxxx Xxxxxx xxxxxx xxxxxxxx xxxxxxx Xxxxx Xxxxxxxxx
8 Xxxxx Xxxxxxx Xxxxxxxx xxxxxxxxx xxxxxxxx xxxxx Xxxxxxxxxx Xxxxxxx xxxxxxxxx xxxxxxx xxxxxxxxxx xxxxxx xxxxx Xxxxxxxxxx Xxxxxxxxx xxxxxxx Xxxxxx Xxxxx Xxxxxxxx xxxxxxxxx xxxxxxxx Xxxxxx xxxxxxxxxx xxxxxxxxx xxxxx Xxxxx xxxxxxx xxxxxxxxxx
9 Xxxxxx Xxxxxxxxx xxxxxxx Xxxxxxxx xxxxx xxxxx Xxxxxxxxxx Xxxxxxx Xxxxxxxx Xxxxxxx xxxxx xxxxxxx Xxxxx xxxxxxxxxx Xxxxxxxxxx xxxxxxx Xxxxx xxxxxxxxx xxxxxxxx Xxxxxxxx xxxxxxxx Xxxxxxx Xxxxxx Xxxxxxxxx Xxxxxxxx Xxxxxxxxxx Xxxxxxx Xxxxxx
10 Xxxxxxxxxx xxxxxxxxxx xxxxxxxxxx Xxxxxxx Xxxxx Xxxxx Xxxxx Xxxxxxx xxxxx xxxxxxxxx xxxxxxx Xxxxxxx xxxxxx xxxxxxxxxx xxxxxxxxxx Xxxxxxx xxxxxxxxx Xxxxx xxxxxxx Xxxxxx Xxxxx xxxxxxxxxx xxxxxxxxx Xxxxxxxxxx Xxxxxxxxx Xxxxxxxx xxxxxxxxx Xxxxxxx
... Xxxxxxx Xxxxx xxxxxxxxxx Xxxxxxxxx Xxxxxxx Xxxxxxx xxxxxxxx xxxxx Xxxxx Xxxxxxxx xxxxxxxx Xxxxxxxxx xxxxxxxxxx xxxxxxxxxx xxxxxxxxx xxxxxxxxx Xxxxxxx Xxxxxxx Xxxxxxx Xxxxxxx xxxxxxx Xxxxxxxxxx xxxxxxxx Xxxxx xxxxxxxxxx xxxxxxxxxx xxxxxx xxxxxxxx
Sign In To Preview Data
#
SecurityID
EffectiveDate
CUSIP
Ticker
Issuer
ISIN
VALOR
1 xxxxxxxxxx Xxxxxxxxx xxxxxx xxxxxxxxxx Xxxxx Xxxxxx Xxxxxxxxxx
2 Xxxxxx Xxxxxxxxx Xxxxxxxxxx xxxxxxxxx Xxxxxxxxx xxxxxxxxx Xxxxxxx
3 xxxxxx Xxxxx xxxxxxxxxx xxxxxx Xxxxxxxxxx xxxxxx Xxxxx
4 Xxxxxx xxxxx xxxxxxxx xxxxxxx Xxxxx Xxxxxxxx xxxxxxxxxx
5 xxxxxx Xxxxxxxxx xxxxxx Xxxxxxxxx Xxxxxxxxx xxxxxxxxxx Xxxxxx
6 Xxxxx xxxxxx xxxxxxx xxxxxxx Xxxxx xxxxxx Xxxxxxxxxx
7 xxxxxxxx xxxxxx Xxxxx Xxxxxxx xxxxxx Xxxxxxxx Xxxxxxx
8 Xxxxx xxxxxx xxxxxxxxxx Xxxxx xxxxxxxxxx xxxxxxxxx Xxxxxxx
9 xxxxxxxx xxxxxxxx Xxxxxxxxxx Xxxxxxxx Xxxxxxxx xxxxxxxxx Xxxxxxxxxx
10 Xxxxxx Xxxxxxxxx xxxxx xxxxxxx xxxxxxxxx Xxxxxx Xxxxxxx
... Xxxxxxxxx xxxxxxxxx xxxxxxxxx Xxxxx xxxxxxxx Xxxxxxx xxxxxxxxx
Sign In To Preview Data
#
SecurityID
Date
Exchange
Currency
Bid
Ask
OpenPrice
ClosePrice
Volume
TotalReturn
AdjustmentFactor
AdjustmentFactor2
1 xxxxxxxxxx Xxxxxxxxx xxxxxx xxxxxxxxxx Xxxxx Xxxxxx Xxxxxxxxxx Xxxxxx Xxxxxxxxx Xxxxxxxxxx xxxxxxxxx Xxxxxxxxx
2 xxxxxxxxx Xxxxxxx xxxxxx Xxxxx xxxxxxxxxx xxxxxx Xxxxxxxxxx xxxxxx Xxxxx Xxxxxx xxxxx xxxxxxxx
3 xxxxxxx Xxxxx Xxxxxxxx xxxxxxxxxx xxxxxx Xxxxxxxxx xxxxxx Xxxxxxxxx Xxxxxxxxx xxxxxxxxxx Xxxxxx Xxxxx
4 xxxxxx xxxxxxx xxxxxxx Xxxxx xxxxxx Xxxxxxxxxx xxxxxxxx xxxxxx Xxxxx Xxxxxxx xxxxxx Xxxxxxxx
5 Xxxxxxx Xxxxx xxxxxx xxxxxxxxxx Xxxxx xxxxxxxxxx xxxxxxxxx Xxxxxxx xxxxxxxx xxxxxxxx Xxxxxxxxxx Xxxxxxxx
6 Xxxxxxxx xxxxxxxxx Xxxxxxxxxx Xxxxxx Xxxxxxxxx xxxxx xxxxxxx xxxxxxxxx Xxxxxx Xxxxxxx Xxxxxxxxx xxxxxxxxx
7 xxxxxxxxx Xxxxx xxxxxxxx Xxxxxxx xxxxxxxxx Xxxxxxx xxxxx Xxxxxxx xxxxxxx Xxxxx xxxxxxxxxx Xxxxxxx
8 Xxxxx xxxxxxxxxx Xxxxxx xxxxxx Xxxxxxxxx xxxxx Xxxxxxxxxx xxxxxx xxxxx xxxxxxxx Xxxxxx Xxxxxxxxxx
9 xxxxxxxxx Xxxxxxxxxx xxxxxxxx xxxxx Xxxxxx xxxxxxxxxx xxxxxxxxx xxxxx xxxxx xxxxxxxx xxxxxx Xxxxxxxxxx
10 xxxxxxxxxx Xxxxx xxxxxxx Xxxxxxxx Xxxxxxx xxxxx xxxxxxxx xxxxxxxxxx Xxxxxx xxxxxxxxx Xxxxx xxxxx
... xxxxxxxxx xxxxxxx Xxxxxxxxx Xxxxxxx xxxxxxxxxx Xxxxx xxxxxxxxx xxxxxxx Xxxxxx xxxxxxxxx xxxxx Xxxxxxx
Sign In To Preview Data
#
SecurityID
Date
Days
ForwardPrice
Strike
CallPut
Premium
ImpliedVol
Delta
Gamma
Theta
Vega
Currency
1 xxxxxxxxxx Xxxxxxxxx xxxxxx xxxxxxxxxx Xxxxx Xxxxxx Xxxxxxxxxx Xxxxxx Xxxxxxxxx Xxxxxxxxxx xxxxxxxxx Xxxxxxxxx xxxxxxxxx
2 Xxxxxxx xxxxxx Xxxxx xxxxxxxxxx xxxxxx Xxxxxxxxxx xxxxxx Xxxxx Xxxxxx xxxxx xxxxxxxx xxxxxxx Xxxxx
3 Xxxxxxxx xxxxxxxxxx xxxxxx Xxxxxxxxx xxxxxx Xxxxxxxxx Xxxxxxxxx xxxxxxxxxx Xxxxxx Xxxxx xxxxxx xxxxxxx xxxxxxx
4 Xxxxx xxxxxx Xxxxxxxxxx xxxxxxxx xxxxxx Xxxxx Xxxxxxx xxxxxx Xxxxxxxx Xxxxxxx Xxxxx xxxxxx xxxxxxxxxx
5 Xxxxx xxxxxxxxxx xxxxxxxxx Xxxxxxx xxxxxxxx xxxxxxxx Xxxxxxxxxx Xxxxxxxx Xxxxxxxx xxxxxxxxx Xxxxxxxxxx Xxxxxx Xxxxxxxxx
6 xxxxx xxxxxxx xxxxxxxxx Xxxxxx Xxxxxxx Xxxxxxxxx xxxxxxxxx xxxxxxxxx Xxxxx xxxxxxxx Xxxxxxx xxxxxxxxx Xxxxxxx
7 xxxxx Xxxxxxx xxxxxxx Xxxxx xxxxxxxxxx Xxxxxxx Xxxxx xxxxxxxxxx Xxxxxx xxxxxx Xxxxxxxxx xxxxx Xxxxxxxxxx
8 xxxxxx xxxxx xxxxxxxx Xxxxxx Xxxxxxxxxx xxxxxxxxx Xxxxxxxxxx xxxxxxxx xxxxx Xxxxxx xxxxxxxxxx xxxxxxxxx xxxxx
9 xxxxx xxxxxxxx xxxxxx Xxxxxxxxxx xxxxxxxxxx Xxxxx xxxxxxx Xxxxxxxx Xxxxxxx xxxxx xxxxxxxx xxxxxxxxxx Xxxxxx
10 xxxxxxxxx Xxxxx xxxxx xxxxxxxxx xxxxxxx Xxxxxxxxx Xxxxxxx xxxxxxxxxx Xxxxx xxxxxxxxx xxxxxxx Xxxxxx xxxxxxxxx
... xxxxx Xxxxxxx xxxxxxxxx Xxxxxxxx xxxxxxxx Xxxxxxxx Xxxxxxxx xxxxxxxx xxxxxxxxx Xxxxxxx Xxxxxxxxx xxxxxxxx xxxxx
Sign In To Preview Data
#
Currency
Date
Days
Rate
1 xxxxxxxxxx Xxxxxxxxx xxxxxx xxxxxxxxxx
2 Xxxxx Xxxxxx Xxxxxxxxxx Xxxxxx
3 Xxxxxxxxx Xxxxxxxxxx xxxxxxxxx Xxxxxxxxx
4 xxxxxxxxx Xxxxxxx xxxxxx Xxxxx
5 xxxxxxxxxx xxxxxx Xxxxxxxxxx xxxxxx
6 Xxxxx Xxxxxx xxxxx xxxxxxxx
7 xxxxxxx Xxxxx Xxxxxxxx xxxxxxxxxx
8 xxxxxx Xxxxxxxxx xxxxxx Xxxxxxxxx
9 Xxxxxxxxx xxxxxxxxxx Xxxxxx Xxxxx
10 xxxxxx xxxxxxx xxxxxxx Xxxxx
... xxxxxx Xxxxxxxxxx xxxxxxxx xxxxxx
Sign In To Preview Data
Currency.csv Distribution.csv Distribution_Projection.csv Exchange.csv Forward_Price.csv Future_Price.csv Historical_Volatility.csv Index_Dividend.csv Option_Price.csv Security_Name.csv Security_Price.csv Std_Option_Price.csv Zero_Curve.csv
Volume
36
Indicies
Avail. Formats
.json and .csv
File
Coverage
16
Countries
History
28
years

Data Dictionary

[Sample] Currency.csv
Attribute Type Example Mapping
ID
 Integer 0
Symbol
 String N/A
Name
 String Unknown
[Sample] Exchange.csv
Attribute Type Example Mapping
ID
 Integer 4
Symbol
 String SWX
Country
 String Switzerland
Name
 String Elektronische Borse Schweiz
[Sample] Forward_Price.csv
Attribute Type Example Mapping
SecurityID
 Integer 108105
Currency
 Integer 333
Date
 String 6/27/2024 0:00
Expiration
 String 6/27/2024 0:00
AMSettlement
 Integer 0
ForwardPrice
 Float 5482.87
[Sample] Historical_Volatility.csv
Attribute Type Example Mapping
SecurityID
 Integer 108105
Date
 String 6/27/2024 0:00
Days
 Integer 10
Currency
 Integer 333
Volatility
 Float 0.042431057
[Sample] Index_Dividend.csv
Attribute Type Example Mapping
SecurityID
 Integer 108105
Date
 String 6/27/2024 0:00
Expiration
 String 1/1/1900 0:00
Rate
 Float 0.01041248
[Sample] Option_Price.csv
Attribute Type Example Mapping
SecurityID
 Integer 108105
Date
 String 6/27/2024 0:00
OptionID
 Integer 155195973
Exchange
 Integer 999
Currency
 Integer 333
Expiration
 String 7/19/2024 0:00
Strike
 Integer 1000000
CallPut
 String C
Symbol
 String SPX 240719C1000000
Bid
 Float 4478.6
Ask
 Float 4480.5
Last
 Integer # Contact Last Name
Volume
 Integer 0
OpenInterest
 Integer 2857
SpecialSettlement
 Integer 0
ImpliedVolatility
 Float -99.99
Delta
 Float -99.99
Gamma
 Float -99.99
Vega
 Float -99.99
Theta
 Float -99.99
AdjustmentFactor
 Integer 1
ExerciseStyle
 String E
SymbolFlag
 Integer 1
CalculationPrice
 String M
ReferenceExchange
 Integer 999
AMSettlement
 Integer 1
ContractSize
 Integer 100
ExpiryIndicator
 String
[Sample] Security_Name.csv
Attribute Type Example Mapping
SecurityID
 Integer 108105
EffectiveDate
 String 1/2/1996 0:00
CUSIP
 Integer 64881510
Ticker
 String SPX
Issuer
 String NEW S & P 500 INDEX
ISIN
 String US78378X1072
VALOR
 String NULL
[Sample] Security_Price.csv
Attribute Type Example Mapping
SecurityID
 Integer 108105
Date
 String 6/27/2024 0:00
Exchange
 Integer 999
Currency
 Integer 333
Bid
 Float 5467.54
Ask
 Float 5490.81
OpenPrice
 Float 5473.59
ClosePrice
 Float 5482.87
Volume
 Integer 0
TotalReturn
 Float 0.000907321
AdjustmentFactor
 Integer 1
AdjustmentFactor2
 Integer 1
[Sample] Std_Option_Price.csv
Attribute Type Example Mapping
SecurityID
 Integer 108105
Date
 String 6/27/2024 0:00
Days
 Integer 10
ForwardPrice
 Float 5489.429799
Strike
 Float 5489.43
CallPut
 String C
Premium
 Float 32.07927
ImpliedVol
 Float 0.08863
Delta
 Float 0.5027828
Gamma
 Float 0.004958293
Theta
 Float -704.011
Vega
 Float 361.9395
Currency
 Integer 333
[Sample] Zero_Curve.csv
Attribute Type Example Mapping
Currency
 Integer 1
Date
 String 6/27/2024 0:00
Days
 Integer 10
Rate
 Float 0.009349592

Description

Comprehensive database of historical option prices, implied volatility, and sensitivity calculations for the major indices. IvyDB GI provides data of the highest quality for empirical research and econometric studies as well as in the development and testing of derivatives trading strategies.
IvyDB GI provides the last traded prices or last available bid and ask quotes for each option, every day, ensuring comprehensive options price data and trading data. We time-synchronize those prices with the security price for accurate implied volatility and greeks calculations, enhancing the reliability of our derivatives data and options data. We also publish daily settlement prices and their implied volatilities, offering essential indices data for tracking market movements. In addition to options price data and trading data, IvyDB GI provides information on historical distributions and corporate actions such as dividend payments, splits, mergers, and name changes, ensuring comprehensive derivatives data and indices data for thorough analysis. Our own dividend projections ensure reliable inputs into our models, supporting accurate options data and derivatives data calculations. IvyDB GI is your trusted source for options data, derivatives data, and indices data, facilitating informed decision-making and strategic analysis in the financial markets. Coverage: • US: DJI, EEM, EFA, MXEF, NASDAQ, S&P 100/500, RUSSELL 2000, VIX • Europe: AEX, BEL, CAC 40, DAX, DJGTE, EUROSTOXX 50, FTSE 100, IBEX, MIB, OMEM, OMX, OMXS30, SMI, STOXX 50/600, VSTOXX • Asia: HANG SENG, HSCE, KOSPI 200, NIKKEI, S&P 200 AU, TAIEX, TOPIX • Canada: S&P 60, XIU Effortless software integration Arranged as a set of flat text files, organized in a relational structure • Easily incorporated into database management systems such as Microsoft SQL Server • Nightly downloads of zipped files via FTP • Corrections issued through patches Smoothed daily volatility surfaces In addition to the daily implied volatility values for each listed option, we also publish a smoothed and int erpolated volatility surface for each security, each available currency, every day. You may now directly compute skew, term structure, and correlations. • Expirations: 10, 30, 60, 91, 122, 152, 182, 273, 365, 547, and 730 calendar days • Deltas: 0.10, 0.15, 0.20, 0.25, 0.30, 0.35, 0.40, 0.45, 0.50, 0.55, 0.60, 0.65, 0.70, 0.75, 0.80, 0.85, 0.90 (negative deltas for puts) • Implied strikes and premium

Country Coverage

Asia (4)
India
Japan
Korea (Republic of)
Taiwan
Europe (9)
Belgium
France
Germany
Italy
Netherlands
Spain
Sweden
Switzerland
United Kingdom
North America (2)
Canada
United States of America
Oceania (1)
Australia

History

28 years of historical data

Volume

36 Indicies

Pricing

Free sample available
9% discount if you buy via Datarade
License Starts at
One-off purchase Not available
Monthly License Not available
Yearly License Available
Usage-based Not available
Request detailed pricing

Suitable Company Sizes

Small Business
Medium-sized Business
Enterprise

Delivery

Methods
REST API
Streaming API
Frequency
minutely
hourly
weekly
monthly
quarterly
yearly
real-time
Format
.json
.csv

Use Cases

Categories

Related Searches

Related Products

OptionMetrics IvyDB Futures - Historical and EOD Futures data, Option Prices and Implied Volatility Data Since 2005
OptionMetrics provider thumbnail
1.5K Records
USA covered
19 years of historical data
IvyDB Futures contains historical futures data and option price data of the highest obtainable quality for the US futures markets. Evaluate risk models, test...
View Product
Pricing available upon request
EDI Global End of Day/Closing Price Data for Derivatives | Futures Price Data, Options Price Data | Worldwide Exchanges | History/Time Series avail.
Exchange Data International provider thumbnail
85 countries covered
15 years of historical data
Receive up-to-date End-of-Day/Closing Futures and Options Price Data from exchanges worldwide. This product can be used by professionals in portfolio revalua...
View Product
Starts at
$3,000 / purchase
CoinAPI: Crypto Futures Data | Crypto Derivatives Data | Futures | Crypto Real-Time & Historical | Global Exchange Coverage | Rest API, WebSocket, FIX
by CoinAPI
CoinAPI provider thumbnail
350 Exchanges
99.9% API Uptime
250 countries covered
CoinAPI provides extensive Crypto Futures Data with both real-time and historical access from top global exchanges. Easy integration through REST API, WebSoc...
View Product
Starts at
$1 / purchase
Cyrpto Derivatives Data - Kaiko Market Data. 10+ Exchanges Globally | 260K+ Futures, Options & Contracts | Prices | Volumes | Trades | Defi & Cefi
by Kaiko
Kaiko provider thumbnail
260K Options Contracts
70% Coverage on Exchanges
249 countries covered
Kaiko’s cryptocurrency Market Data for derivatives enables powerful analysis and risk management for speculative or hedging trading strategies.
View Product
Pricing available upon request

Frequently asked questions

What is OptionMetrics IvyDB Global Indices - Historical Option Price Data and Implied Volatility Data?

Comprehensive database of historical option prices, implied volatility, and sensitivity calculations for the major indices. IvyDB GI provides data of the highest quality for empirical research and econometric studies as well as in the development and testing of derivatives trading strategies.

What is OptionMetrics IvyDB Global Indices - Historical Option Price Data and Implied Volatility Data used for?

This product has 5 key use cases. OptionMetrics recommends using the data for Alpha Generation, Trading, Quantitative Investing, Investment Management, and Risk Modelling. Global businesses and organizations buy Options Price Data from OptionMetrics to fuel their analytics and enrichment.

Who can use OptionMetrics IvyDB Global Indices - Historical Option Price Data and Implied Volatility Data?

This product is best suited if you’re a Small Business, Medium-sized Business, or Enterprise looking for Options Price Data. Get in touch with OptionMetrics to see what their data can do for your business and find out which integrations they provide.

How far back does the data in OptionMetrics IvyDB Global Indices - Historical Option Price Data and Implied Volatility Data go?

This product has 28 years of historical coverage. It can be delivered on a minutely, hourly, weekly, monthly, quarterly, yearly, and real-time basis.

Which countries does OptionMetrics IvyDB Global Indices - Historical Option Price Data and Implied Volatility Data cover?

This product includes data covering 16 countries like USA, Japan, Germany, India, and United Kingdom. OptionMetrics is headquartered in United States of America.

How much does OptionMetrics IvyDB Global Indices - Historical Option Price Data and Implied Volatility Data cost?

Pricing information for OptionMetrics IvyDB Global Indices - Historical Option Price Data and Implied Volatility Data is available by getting in contact with OptionMetrics. Connect with OptionMetrics to get a quote and arrange custom pricing models based on your data requirements.

How can I get OptionMetrics IvyDB Global Indices - Historical Option Price Data and Implied Volatility Data?

Businesses can buy Options Price Data from OptionMetrics and get the data via REST API and Streaming API. Depending on your data requirements and subscription budget, OptionMetrics can deliver this product in .json and .csv format.

What is the data quality of OptionMetrics IvyDB Global Indices - Historical Option Price Data and Implied Volatility Data?

You can compare and assess the data quality of OptionMetrics using Datarade’s data marketplace.

What are similar products to OptionMetrics IvyDB Global Indices - Historical Option Price Data and Implied Volatility Data?

This product has 3 related products. These alternatives include OptionMetrics IvyDB Futures - Historical and EOD Futures data, Option Prices and Implied Volatility Data Since 2005, EDI Global End of Day/Closing Price Data for Derivatives Futures Price Data, Options Price Data Worldwide Exchanges History/Time Series avail., and CoinAPI: Crypto Futures Data Crypto Derivatives Data Futures Crypto Real-Time & Historical Global Exchange Coverage Rest API, WebSocket, FIX. You can compare the best Options Price Data providers and products via Datarade’s data marketplace and get the right data for your use case.

Pricing available upon request
License Starts at
One-off purchase Not available
Monthly License Not available
Yearly License Available
Usage-based Not available

OptionMetrics

The Leader in Historical Options Data
Verified provider icon Verified Provider
100% Response rate