OptionMetrics IvyDB Beta - Options Data and Implied Beta for SPY Constituents Since 2007 product image in hero

OptionMetrics IvyDB Beta - Options Data and Implied Beta for SPY Constituents Since 2007

OptionMetrics
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Volume
947
Records
Avail. Format
.txt
File
Coverage
1
Country
History
17
years

Data Dictionary

[Sample] Implied_Beta.csv
Attribute Type Example Mapping
date
String 6/27/2024
securityid
String 107,525
days
Integer 30
impliedbeta
Float 1.553742409
[Sample] Implied_Correlation.csv
Attribute Type Example Mapping
date
String 6/27/2024
securityid1
String 107,525
securityid2
String 107,525
days
Integer 30
impliedcorrelation
Integer 1
[Sample] Security_Name.csv
Attribute Type Example Mapping
securityid
Integer 100892
date
String 7/31/2020
cusip
Integer 105510
ticker
String AFL
securityname
String AFLAC INC.
[Sample] Weighted_Implied_Correlation.csv
Attribute Type Example Mapping
date
String 6/27/2024
securityid
String 107,525
weightedimpliedcorrelation
Float 0.276235729

Description

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.
Due to growth in options trading over the last two decades, there is valuable information on equities found in options data. IvyDB Beta offers extensive options data, implied volatility data, and equity market data from the options market for the top 500 SPY constituents and market capitalization single-name U.S. securities, dating back to January 2007. IvyDB Beta is essential for factor investing, low volatility strategies, equity long/short or market neutral strategies, and stat/arb pairs trading in equities. By leveraging IvyDB Beta, investors can gain deeper insights into the options market's perception of future systematic risk, risk data, and indices data, enabling more informed decisions when forecasting risk and return across equities. With IvyDB Beta, you can access comprehensive options data, implied volatility data, and risk data, as well as valuable equity market data and indices data, to support sophisticated investment strategies. This database allows for detailed analysis of options data, implied volatility data, equity market data, risk data, and indices data, providing a robust foundation for making well-informed investment decisions. Greater Accuracy The Capital Asset Pricing Model (CAPM) is widely used today by financial professionals for valuing securities and evaluating expected returns. However, this model has drawbacks. It relies on historical beta, which can be retrospective and slow to adapt to new information. In contrast, OptionMetrics' IvyDB Beta utilizes implied betas, which are forward-looking. This unique characteristic enables a more accurate assessment of systematic risk, particularly during events such as earnings releases, FOMC meetings, and other macroeconomic announcements. Comprehensive Coverage IvyDB Beta provides betas for the top 500 SPY constituent securities listed in the U.S. starting from January 2007 onwards. IvyDB Beta also includes pairwise implied correlations for the top 50 SPY constituents in a term structure format, ranging from 30 to 730 days. It includes constituent's implied weighted correlations at the 60-day horizon. Daily Updates IvyDB Beta is updated daily to incorporate new end-of-day prices in all SPY constituents. A daily patch file is also provided which contains corrections to previous prices or calculations when needed. Your IvyDB Beta database is always current and ready to use. Customer Support OptionMetrics clients receive dedicated support and expert guidance from day one. We provide step-by-step installation guides as well as in-depth reference manuals for your day-to-day use. Should you have any questions, our support team is available during working hours (Eastern Time) Monday through Friday; for urgent issues, assistance is available 24x7.

Country Coverage

North America (1)
United States of America

History

17 years of historical data

Volume

947 Records

Pricing

Free sample available
License Starts at
One-off purchase Not available
Monthly License Not available
Yearly License Available
Usage-based Not available

Suitable Company Sizes

Small Business
Medium-sized Business
Enterprise

Delivery

Methods
SFTP
Frequency
daily
Format
.txt

Use Cases

Trading
Risk Management
Market Analytics
Data Modeling
Equity Research

Categories

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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.

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