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

#	date	securityid	days	impliedbeta
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2	Xxxxx	Xxxxxx	Xxxxxxxxxx	Xxxxxx
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...	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
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...	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
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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
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5	xxxxxxxxx	Xxxxxxx	xxxxxx
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8	Xxxxxx	xxxxx	xxxxxxxx
9	xxxxxxx	Xxxxx	Xxxxxxxx
10	xxxxxxxxxx	xxxxxx	Xxxxxxxxx
...	xxxxxx	Xxxxxxxxx	Xxxxxxxxx

Volume

947

Records

Avail. Format

.txt

File

Coverage

Country

History

years

[Sample] Implied_Beta.csv

Attribute	Type	Example
date	String	6/27/2024
securityid	String	107,525
days	Integer	30
impliedbeta	Float	1.553742409

[Sample] Implied_Correlation.csv

Attribute	Type	Example
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
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
date	String	6/27/2024
securityid	String	107,525
weightedimpliedcorrelation	Float	0.276235729

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.

North America (1)

United States of America

17 years of historical data

947

Records

Free sample available

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

Request detailed pricing

Methods

Frequency

Format

Trading

Risk Management

Market Analytics

Data Modeling

Equity Research

Options Data Indices Data Implied Volatility Data Equity Market Data Risk Data

7.68K Records

Canada covered

17 years of historical data

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

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 Web Scraping data parsing and processing services. 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

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Monthly License	Not available
Yearly License	Available
Usage-based	Not available

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

Data Dictionary

Description

Country Coverage

History

Volume

Pricing

Suitable Company Sizes

Delivery

Use Cases

Categories

Related Products

Frequently asked questions

OptionMetrics
The Leader in Historical Options Data

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

Data Dictionary

Description

Country Coverage

History

Volume

Pricing

Suitable Company Sizes

Delivery

Use Cases

Categories

Related Products

Frequently asked questions

OptionMetrics The Leader in Historical Options Data

OptionMetrics
The Leader in Historical Options Data