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Home/Financial Data/Derivatives Data/Options Data/
IvyDB Europe - Historical and EOD Options Data, Options Data, Divid...
IvyDB Europe - Historical and EOD Options Data, Options Data, Dividend Data, ...
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IvyDB Europe - Historical and EOD Options Data, Options Data, Dividend Data, Quantitative Model Data and Implied Volatility Data Since 2002 product image in hero

IvyDB Europe - Historical and EOD Options Data, Options Data, Dividend Data, Quantitative Model Data and Implied Volatility Data Since 2002

OptionMetrics
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Delta
Gamma
Theta
Vega
Implied Volatility
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Request Data Sample
Volume
116K
Records
Avail. Format
.txt
File
Coverage
9
Countries
History
22
years

Data Dictionary

Product Attributes
Attribute Type Example Mapping
Delta
 Decimal AAPL Stock Ticker
Gamma
 Decimal AAPL Stock Ticker
Theta
 Decimal AAPL Stock Ticker
Vega
 Decimal AAPL Stock Ticker
Implied Volatility
 Decimal AAPL Stock Ticker

Description

Used by over 350 institutions, IvyDB Europe contains accurate end-of-day prices for options data along with their correctly calculated implied volatilities and greeks. Make more informed investment decisions with the gold standard in historical options data for European Markets.
Following the success of its US counterpart, IvyDB Europe was launched in 2008. It has since become the industry standard for historical option prices and implied volatility data in the European markets. Used by over 300 institutions, IvyDB Europe contains accurate end-of-day options data, options price data, stock market data, and implied volatility data along with their correctly calculated greeks, dividend data, and quantitative model data. Make more informed investment decisions with the gold standard in historical options data, options price data, stock market data, and quantitative model data for European markets. IvyDB Europe provides comprehensive options data, dividend data, and implied volatility data, allowing you to leverage extensive stock market data, quantitative model data, and options price data. By utilizing IvyDB Europe, you gain access to reliable options data, dividend data, and implied volatility data, enhancing your ability to analyze stock market data and quantitative model data accurately. Comprehensive Coverage IvyDB Europe covers over 900 optionable securities (equities and indices), from all major European exchanges, including the UK, France, Germany, Switzerland, Netherlands, Sweden, Belgium, Spain, and Italy. Historical data and daily updates are available for most securities since January 2002. The data includes daily option pricing information (settlement prices) and all historical distributions and corporate actions, such as splits, mergers, and name changes. Accurate Calculations We match each option price with the security price for accurate implied volatility and greeks calculations along with the option sensitivities (delta, gamma, vega, and theta). In addition, a standardized constant-maturity volatility surface is calculated for each security every day, including interpolated implied volatilities over a wide range of expirations and moneyness (by delta). You can use our volatility surface to create your own volatility trading strategies, whether simple or complex. Continuous Time Series Our database handles underlying symbol changes, dividend payments, and split/spinoff adjustments for you automatically. A permanent ID is associated with each instrument to allow it to be easily tracked over time even when the option symbol, strike price, or deliverables change. We also include a record of underlying security name and ticker changes to allow you to search with ease for options on securities that either no longer trade or trade under a new ticker symbol. Daily Updates IvyDB Europe is updated daily to incorporate new end-of-day prices in all the equity and option exchanges we follow. A daily patch file is also provided which contains corrections to previous prices or calculations when needed. Your IvyDB 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

Europe (9)
Belgium
France
Germany
Italy
Netherlands
Spain
Sweden
Switzerland
United Kingdom

History

22 years of historical data

Volume

116,000 Records

Pricing

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

Suitable Company Sizes

Small Business
Medium-sized Business
Enterprise

Delivery

Methods
SFTP
Frequency
daily
Format
.txt

Use Cases

Alpha Generation Trading
Risk Management
Portfolio Construction
Quantitative Investing

Categories

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Frequently asked questions

What is IvyDB Europe - Historical and EOD Options Data, Options Data, Dividend Data, Quantitative Model Data and Implied Volatility Data Since 2002?

Used by over 350 institutions, IvyDB Europe contains accurate end-of-day prices for options data along with their correctly calculated implied volatilities and greeks. Make more informed investment decisions with the gold standard in historical options data for European Markets.

What is IvyDB Europe - Historical and EOD Options Data, Options Data, Dividend Data, Quantitative Model Data and Implied Volatility Data Since 2002 used for?

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

Who can use IvyDB Europe - Historical and EOD Options Data, Options Data, Dividend Data, Quantitative Model Data and Implied Volatility Data Since 2002?

This product is best suited if you’re a Small Business, Medium-sized Business, or Enterprise looking for Stock Market 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 IvyDB Europe - Historical and EOD Options Data, Options Data, Dividend Data, Quantitative Model Data and Implied Volatility Data Since 2002 go?

This product has 22 years of historical coverage. It can be delivered on a daily basis.

Which countries does IvyDB Europe - Historical and EOD Options Data, Options Data, Dividend Data, Quantitative Model Data and Implied Volatility Data Since 2002 cover?

This product includes data covering 9 countries like Germany, UK, France, Italy, and Spain. OptionMetrics is headquartered in United States of America.

How much does IvyDB Europe - Historical and EOD Options Data, Options Data, Dividend Data, Quantitative Model Data and Implied Volatility Data Since 2002 cost?

Pricing information for IvyDB Europe - Historical and EOD Options Data, Options Data, Dividend Data, Quantitative Model Data and Implied Volatility Data Since 2002 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 IvyDB Europe - Historical and EOD Options Data, Options Data, Dividend Data, Quantitative Model Data and Implied Volatility Data Since 2002?

Businesses can buy Stock Market 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 IvyDB Europe - Historical and EOD Options Data, Options Data, Dividend Data, Quantitative Model Data and Implied Volatility Data Since 2002?

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

What are similar products to IvyDB Europe - Historical and EOD Options Data, Options Data, Dividend Data, Quantitative Model Data and Implied Volatility Data Since 2002?

This product has 3 related products. These alternatives include IvyDB Canada - Historical and EOD Options Data, Options Data, Implied Volatility Data, Derivatives Data, Stock Market Data Since 2007, Financial Derivatives EoD Pricing Index Futures and Options Volatility, Stock Market Index VIX, S&P500, DJIA, NASDAQ, DAX, CAC USD, etc., and Global Corporate Actions Stock Data Stock Reference Data Dividends and Splits 80K stocks. You can compare the best Stock Market 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

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