OptionMetrics IvyDB Beta - Options Data and Implied Beta for SPY Constituents Since 2007
# | date |
securityid |
days |
impliedbeta |
---|---|---|---|---|
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 |
# | date |
securityid1 |
securityid2 |
days |
impliedcorrelation |
---|---|---|---|---|---|
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 |
# | securityid |
date |
cusip |
ticker |
securityname |
---|---|---|---|---|---|
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 |
# | date |
securityid |
weightedimpliedcorrelation |
---|---|---|---|
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 |
Data Dictionary
Attribute | Type | Example | Mapping |
---|---|---|---|
date
|
String | 6/27/2024 | |
securityid
|
String | 107,525 | |
days
|
Integer | 30 | |
impliedbeta
|
Float | 1.553742409 |
Attribute | Type | Example | Mapping |
---|---|---|---|
date
|
String | 6/27/2024 | |
securityid1
|
String | 107,525 | |
securityid2
|
String | 107,525 | |
days
|
Integer | 30 | |
impliedcorrelation
|
Integer | 1 |
Attribute | Type | Example | Mapping |
---|---|---|---|
securityid
|
Integer | 100892 | |
date
|
String | 7/31/2020 | |
cusip
|
Integer | 105510 | |
ticker
|
String | AFL | |
securityname
|
String | AFLAC INC. |
Attribute | Type | Example | Mapping |
---|---|---|---|
date
|
String | 6/27/2024 | |
securityid
|
String | 107,525 | |
weightedimpliedcorrelation
|
Float | 0.276235729 |
Description
Country Coverage
History
Volume
947 | Records |
Pricing
License | Starts at |
---|---|
One-off purchase | Not available |
Monthly License | Not available |
Yearly License | Available |
Usage-based | Not available |
Suitable Company Sizes
Delivery
Use Cases
Categories
Related Products
Frequently asked questions
What is OptionMetrics IvyDB Beta - Options Data and Implied Beta for SPY Constituents Since 2007?
IvyDB Beta offers valuable insights into options data, implied betas and correlations for the constituents of the SPY. By leveraging implied volatility data from listed options, this product delivers a more precise and predictive measure of beta, compared to relying solely on historical return data.
What is OptionMetrics IvyDB Beta - Options Data and Implied Beta for SPY Constituents Since 2007 used for?
This product has 5 key use cases. OptionMetrics recommends using the data for Trading, Risk Management, Market Analytics, Data Modeling, and Equity Research. Global businesses and organizations buy Options Data from OptionMetrics to fuel their analytics and enrichment.
Who can use OptionMetrics IvyDB Beta - Options Data and Implied Beta for SPY Constituents Since 2007?
This product is best suited if you’re a Small Business, Medium-sized Business, or Enterprise looking for Options 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 Beta - Options Data and Implied Beta for SPY Constituents Since 2007 go?
This product has 17 years of historical coverage. It can be delivered on a daily basis.
Which countries does OptionMetrics IvyDB Beta - Options Data and Implied Beta for SPY Constituents Since 2007 cover?
This product includes data covering 1 country like USA. OptionMetrics is headquartered in United States of America.
How much does OptionMetrics IvyDB Beta - Options Data and Implied Beta for SPY Constituents Since 2007 cost?
Pricing information for OptionMetrics IvyDB Beta - Options Data and Implied Beta for SPY Constituents Since 2007 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 Beta - Options Data and Implied Beta for SPY Constituents Since 2007?
Businesses can buy Options Data from OptionMetrics and get the data via SFTP. Depending on your data requirements and subscription budget, OptionMetrics can deliver this product in .txt format.
What is the data quality of OptionMetrics IvyDB Beta - Options Data and Implied Beta for SPY Constituents Since 2007?
You can compare and assess the data quality of OptionMetrics using Datarade’s data marketplace.
What are similar products to OptionMetrics IvyDB Beta - Options Data and Implied Beta for SPY Constituents Since 2007?
This product has 3 related products. These alternatives include OptionMetrics IvyDB Canada - Historical and EOD Options Data, Prices and Implied Volatility Data Since 2007, EDI Index (Indices Data) Benchmark Constituents Components for over 6000 Indices worldwide. History and Time Series available, and Biodiversity Proximity Risk Data Nature ESG Data 14000+ companies IBAT Partnership GIST Impact. You can compare the best Options Data providers and products via Datarade’s data marketplace and get the right data for your use case.