OptionMetrics IvyDB Futures - Historical and EOD Futures data, Option Prices and Implied Volatility Data Since 2005
# | futureroot |
exchange |
date |
securityid |
futurename |
currency |
minimumtick |
contractsize |
sector |
optionable |
effectiveenddate |
---|---|---|---|---|---|---|---|---|---|---|---|
1 | xxxxxxxxxx | Xxxxxxxxx | xxxxxx | xxxxxxxxxx | Xxxxx | Xxxxxx | Xxxxxxxxxx | Xxxxxx | Xxxxxxxxx | Xxxxxxxxxx | xxxxxxxxx |
2 | Xxxxxxxxx | xxxxxxxxx | Xxxxxxx | xxxxxx | Xxxxx | xxxxxxxxxx | xxxxxx | Xxxxxxxxxx | xxxxxx | Xxxxx | Xxxxxx |
3 | xxxxx | xxxxxxxx | xxxxxxx | Xxxxx | Xxxxxxxx | xxxxxxxxxx | xxxxxx | Xxxxxxxxx | xxxxxx | Xxxxxxxxx | Xxxxxxxxx |
4 | xxxxxxxxxx | Xxxxxx | Xxxxx | xxxxxx | xxxxxxx | xxxxxxx | Xxxxx | xxxxxx | Xxxxxxxxxx | xxxxxxxx | xxxxxx |
5 | Xxxxx | Xxxxxxx | xxxxxx | Xxxxxxxx | Xxxxxxx | Xxxxx | xxxxxx | xxxxxxxxxx | Xxxxx | xxxxxxxxxx | xxxxxxxxx |
6 | Xxxxxxx | xxxxxxxx | xxxxxxxx | Xxxxxxxxxx | Xxxxxxxx | Xxxxxxxx | xxxxxxxxx | Xxxxxxxxxx | Xxxxxx | Xxxxxxxxx | xxxxx |
7 | xxxxxxx | xxxxxxxxx | Xxxxxx | Xxxxxxx | Xxxxxxxxx | xxxxxxxxx | xxxxxxxxx | Xxxxx | xxxxxxxx | Xxxxxxx | xxxxxxxxx |
8 | Xxxxxxx | xxxxx | Xxxxxxx | xxxxxxx | Xxxxx | xxxxxxxxxx | Xxxxxxx | Xxxxx | xxxxxxxxxx | Xxxxxx | xxxxxx |
9 | Xxxxxxxxx | xxxxx | Xxxxxxxxxx | xxxxxx | xxxxx | xxxxxxxx | Xxxxxx | Xxxxxxxxxx | xxxxxxxxx | Xxxxxxxxxx | xxxxxxxx |
10 | xxxxx | Xxxxxx | xxxxxxxxxx | xxxxxxxxx | xxxxx | xxxxx | xxxxxxxx | xxxxxx | Xxxxxxxxxx | xxxxxxxxxx | Xxxxx |
... | xxxxxxx | Xxxxxxxx | Xxxxxxx | xxxxx | xxxxxxxx | xxxxxxxxxx | Xxxxxx | xxxxxxxxx | Xxxxx | xxxxx | xxxxxxxxx |
# | optionroot |
exchange |
date |
futureroot |
futureexchange |
securityid |
optionseriesname |
exercisestyle |
currency |
minimumtick |
contractsize |
strikemultiplier |
effectiveenddate |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 |
# | optionsymbol |
exchange |
date |
optionid |
futuresymbol |
optionroot |
expiration |
securityid |
strike |
callput |
bid |
offer |
closeprice |
settlementprice |
volume |
openinterest |
lasttradedate |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
1 | xxxxxxxxxx | Xxxxxxxxx | xxxxxx | xxxxxxxxxx | Xxxxx | Xxxxxx | Xxxxxxxxxx | Xxxxxx | Xxxxxxxxx | Xxxxxxxxxx | xxxxxxxxx | Xxxxxxxxx | xxxxxxxxx | Xxxxxxx | xxxxxx | Xxxxx | xxxxxxxxxx |
2 | xxxxxx | Xxxxxxxxxx | xxxxxx | Xxxxx | Xxxxxx | xxxxx | xxxxxxxx | xxxxxxx | Xxxxx | Xxxxxxxx | xxxxxxxxxx | xxxxxx | Xxxxxxxxx | xxxxxx | Xxxxxxxxx | Xxxxxxxxx | xxxxxxxxxx |
3 | Xxxxxx | Xxxxx | xxxxxx | xxxxxxx | xxxxxxx | Xxxxx | xxxxxx | Xxxxxxxxxx | xxxxxxxx | xxxxxx | Xxxxx | Xxxxxxx | xxxxxx | Xxxxxxxx | Xxxxxxx | Xxxxx | xxxxxx |
4 | xxxxxxxxxx | Xxxxx | xxxxxxxxxx | xxxxxxxxx | Xxxxxxx | xxxxxxxx | xxxxxxxx | Xxxxxxxxxx | Xxxxxxxx | Xxxxxxxx | xxxxxxxxx | Xxxxxxxxxx | Xxxxxx | Xxxxxxxxx | xxxxx | xxxxxxx | xxxxxxxxx |
5 | Xxxxxx | Xxxxxxx | Xxxxxxxxx | xxxxxxxxx | xxxxxxxxx | Xxxxx | xxxxxxxx | Xxxxxxx | xxxxxxxxx | Xxxxxxx | xxxxx | Xxxxxxx | xxxxxxx | Xxxxx | xxxxxxxxxx | Xxxxxxx | Xxxxx |
6 | xxxxxxxxxx | Xxxxxx | xxxxxx | Xxxxxxxxx | xxxxx | Xxxxxxxxxx | xxxxxx | xxxxx | xxxxxxxx | Xxxxxx | Xxxxxxxxxx | xxxxxxxxx | Xxxxxxxxxx | xxxxxxxx | xxxxx | Xxxxxx | xxxxxxxxxx |
7 | xxxxxxxxx | xxxxx | xxxxx | xxxxxxxx | xxxxxx | Xxxxxxxxxx | xxxxxxxxxx | Xxxxx | xxxxxxx | Xxxxxxxx | Xxxxxxx | xxxxx | xxxxxxxx | xxxxxxxxxx | Xxxxxx | xxxxxxxxx | Xxxxx |
8 | xxxxx | xxxxxxxxx | xxxxxxx | Xxxxxxxxx | Xxxxxxx | xxxxxxxxxx | Xxxxx | xxxxxxxxx | xxxxxxx | Xxxxxx | xxxxxxxxx | xxxxx | Xxxxxxx | xxxxxxxxx | Xxxxxxxx | xxxxxxxx | Xxxxxxxx |
9 | Xxxxxxxx | xxxxxxxx | xxxxxxxxx | Xxxxxxx | Xxxxxxxxx | xxxxxxxx | xxxxx | Xxxxxxxxxx | xxxxxxxxxx | xxxxxx | Xxxxx | Xxxxxxx | Xxxxx | Xxxxxx | Xxxxx | Xxxxxxxxx | xxxxxx |
10 | xxxxxxxx | Xxxxxxxxx | Xxxxxx | Xxxxxxxxxx | Xxxxxx | Xxxxx | Xxxxxxx | xxxxxxxxx | Xxxxx | xxxxx | Xxxxxx | xxxxxxxxx | xxxxxxx | xxxxxxxxx | Xxxxxxxxxx | xxxxxxxxx | Xxxxx |
... | Xxxxx | Xxxxxxxxx | xxxxxxxxxx | xxxxxx | xxxxxxxxx | xxxxxxx | Xxxxxxx | Xxxxxxxxxx | Xxxxxxxxxx | Xxxxxxxx | Xxxxxxxxx | xxxxx | Xxxxxxx | xxxxxxxxxx | Xxxxxxxxx | Xxxxxxxx | xxxxxxxxxx |
# | optionid |
date |
securityid |
impliedvolatility |
delta |
gamma |
vega |
theta |
rho |
drho |
calculationstatus |
---|---|---|---|---|---|---|---|---|---|---|---|
1 | xxxxxxxxxx | Xxxxxxxxx | xxxxxx | xxxxxxxxxx | Xxxxx | Xxxxxx | Xxxxxxxxxx | Xxxxxx | Xxxxxxxxx | Xxxxxxxxxx | xxxxxxxxx |
2 | Xxxxxxxxx | xxxxxxxxx | Xxxxxxx | xxxxxx | Xxxxx | xxxxxxxxxx | xxxxxx | Xxxxxxxxxx | xxxxxx | Xxxxx | Xxxxxx |
3 | xxxxx | xxxxxxxx | xxxxxxx | Xxxxx | Xxxxxxxx | xxxxxxxxxx | xxxxxx | Xxxxxxxxx | xxxxxx | Xxxxxxxxx | Xxxxxxxxx |
4 | xxxxxxxxxx | Xxxxxx | Xxxxx | xxxxxx | xxxxxxx | xxxxxxx | Xxxxx | xxxxxx | Xxxxxxxxxx | xxxxxxxx | xxxxxx |
5 | Xxxxx | Xxxxxxx | xxxxxx | Xxxxxxxx | Xxxxxxx | Xxxxx | xxxxxx | xxxxxxxxxx | Xxxxx | xxxxxxxxxx | xxxxxxxxx |
6 | Xxxxxxx | xxxxxxxx | xxxxxxxx | Xxxxxxxxxx | Xxxxxxxx | Xxxxxxxx | xxxxxxxxx | Xxxxxxxxxx | Xxxxxx | Xxxxxxxxx | xxxxx |
7 | xxxxxxx | xxxxxxxxx | Xxxxxx | Xxxxxxx | Xxxxxxxxx | xxxxxxxxx | xxxxxxxxx | Xxxxx | xxxxxxxx | Xxxxxxx | xxxxxxxxx |
8 | Xxxxxxx | xxxxx | Xxxxxxx | xxxxxxx | Xxxxx | xxxxxxxxxx | Xxxxxxx | Xxxxx | xxxxxxxxxx | Xxxxxx | xxxxxx |
9 | Xxxxxxxxx | xxxxx | Xxxxxxxxxx | xxxxxx | xxxxx | xxxxxxxx | Xxxxxx | Xxxxxxxxxx | xxxxxxxxx | Xxxxxxxxxx | xxxxxxxx |
10 | xxxxx | Xxxxxx | xxxxxxxxxx | xxxxxxxxx | xxxxx | xxxxx | xxxxxxxx | xxxxxx | Xxxxxxxxxx | xxxxxxxxxx | Xxxxx |
... | xxxxxxx | Xxxxxxxx | Xxxxxxx | xxxxx | xxxxxxxx | xxxxxxxxxx | Xxxxxx | xxxxxxxxx | Xxxxx | xxxxx | xxxxxxxxx |
# | futuresymbol |
exchange |
date |
futureroot |
expiration |
securityid |
settlementprice |
openprice |
closeprice |
highprice |
lowprice |
volume |
openinterest |
lasttradedate |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
1 | xxxxxxxxxx | Xxxxxxxxx | xxxxxx | xxxxxxxxxx | Xxxxx | Xxxxxx | Xxxxxxxxxx | Xxxxxx | Xxxxxxxxx | Xxxxxxxxxx | xxxxxxxxx | Xxxxxxxxx | xxxxxxxxx | Xxxxxxx |
2 | xxxxxx | Xxxxx | xxxxxxxxxx | xxxxxx | Xxxxxxxxxx | xxxxxx | Xxxxx | Xxxxxx | xxxxx | xxxxxxxx | xxxxxxx | Xxxxx | Xxxxxxxx | xxxxxxxxxx |
3 | xxxxxx | Xxxxxxxxx | xxxxxx | Xxxxxxxxx | Xxxxxxxxx | xxxxxxxxxx | Xxxxxx | Xxxxx | xxxxxx | xxxxxxx | xxxxxxx | Xxxxx | xxxxxx | Xxxxxxxxxx |
4 | xxxxxxxx | xxxxxx | Xxxxx | Xxxxxxx | xxxxxx | Xxxxxxxx | Xxxxxxx | Xxxxx | xxxxxx | xxxxxxxxxx | Xxxxx | xxxxxxxxxx | xxxxxxxxx | Xxxxxxx |
5 | xxxxxxxx | xxxxxxxx | Xxxxxxxxxx | Xxxxxxxx | Xxxxxxxx | xxxxxxxxx | Xxxxxxxxxx | Xxxxxx | Xxxxxxxxx | xxxxx | xxxxxxx | xxxxxxxxx | Xxxxxx | Xxxxxxx |
6 | Xxxxxxxxx | xxxxxxxxx | xxxxxxxxx | Xxxxx | xxxxxxxx | Xxxxxxx | xxxxxxxxx | Xxxxxxx | xxxxx | Xxxxxxx | xxxxxxx | Xxxxx | xxxxxxxxxx | Xxxxxxx |
7 | Xxxxx | xxxxxxxxxx | Xxxxxx | xxxxxx | Xxxxxxxxx | xxxxx | Xxxxxxxxxx | xxxxxx | xxxxx | xxxxxxxx | Xxxxxx | Xxxxxxxxxx | xxxxxxxxx | Xxxxxxxxxx |
8 | xxxxxxxx | xxxxx | Xxxxxx | xxxxxxxxxx | xxxxxxxxx | xxxxx | xxxxx | xxxxxxxx | xxxxxx | Xxxxxxxxxx | xxxxxxxxxx | Xxxxx | xxxxxxx | Xxxxxxxx |
9 | Xxxxxxx | xxxxx | xxxxxxxx | xxxxxxxxxx | Xxxxxx | xxxxxxxxx | Xxxxx | xxxxx | xxxxxxxxx | xxxxxxx | Xxxxxxxxx | Xxxxxxx | xxxxxxxxxx | Xxxxx |
10 | xxxxxxxxx | xxxxxxx | Xxxxxx | xxxxxxxxx | xxxxx | Xxxxxxx | xxxxxxxxx | Xxxxxxxx | xxxxxxxx | Xxxxxxxx | Xxxxxxxx | xxxxxxxx | xxxxxxxxx | Xxxxxxx |
... | Xxxxxxxxx | xxxxxxxx | xxxxx | Xxxxxxxxxx | xxxxxxxxxx | xxxxxx | Xxxxx | Xxxxxxx | Xxxxx | Xxxxxx | Xxxxx | Xxxxxxxxx | xxxxxx | xxxxxxxx |
# | sector |
sectorname |
---|---|---|
1 | xxxxxxxxxx | Xxxxxxxxx |
2 | xxxxxx | xxxxxxxxxx |
3 | Xxxxx | Xxxxxx |
4 | Xxxxxxxxxx | Xxxxxx |
5 | Xxxxxxxxx | Xxxxxxxxxx |
6 | xxxxxxxxx | Xxxxxxxxx |
7 | xxxxxxxxx | Xxxxxxx |
8 | xxxxxx | Xxxxx |
9 | xxxxxxxxxx | xxxxxx |
10 | Xxxxxxxxxx | xxxxxx |
... | Xxxxx | Xxxxxx |
# | securityid |
date |
days |
callput |
currency |
forwardprice |
premium |
impliedvolatility |
delta |
gamma |
vega |
theta |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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 |
# | securityid |
date |
days |
delta |
currency |
callput |
impliedvolatility |
impliedstrike |
premium |
dispersion |
---|---|---|---|---|---|---|---|---|---|---|
1 | xxxxxxxxxx | Xxxxxxxxx | xxxxxx | xxxxxxxxxx | Xxxxx | Xxxxxx | Xxxxxxxxxx | Xxxxxx | Xxxxxxxxx | Xxxxxxxxxx |
2 | xxxxxxxxx | Xxxxxxxxx | xxxxxxxxx | Xxxxxxx | xxxxxx | Xxxxx | xxxxxxxxxx | xxxxxx | Xxxxxxxxxx | xxxxxx |
3 | Xxxxx | Xxxxxx | xxxxx | xxxxxxxx | xxxxxxx | Xxxxx | Xxxxxxxx | xxxxxxxxxx | xxxxxx | Xxxxxxxxx |
4 | xxxxxx | Xxxxxxxxx | Xxxxxxxxx | xxxxxxxxxx | Xxxxxx | Xxxxx | xxxxxx | xxxxxxx | xxxxxxx | Xxxxx |
5 | xxxxxx | Xxxxxxxxxx | xxxxxxxx | xxxxxx | Xxxxx | Xxxxxxx | xxxxxx | Xxxxxxxx | Xxxxxxx | Xxxxx |
6 | xxxxxx | xxxxxxxxxx | Xxxxx | xxxxxxxxxx | xxxxxxxxx | Xxxxxxx | xxxxxxxx | xxxxxxxx | Xxxxxxxxxx | Xxxxxxxx |
7 | Xxxxxxxx | xxxxxxxxx | Xxxxxxxxxx | Xxxxxx | Xxxxxxxxx | xxxxx | xxxxxxx | xxxxxxxxx | Xxxxxx | Xxxxxxx |
8 | Xxxxxxxxx | xxxxxxxxx | xxxxxxxxx | Xxxxx | xxxxxxxx | Xxxxxxx | xxxxxxxxx | Xxxxxxx | xxxxx | Xxxxxxx |
9 | xxxxxxx | Xxxxx | xxxxxxxxxx | Xxxxxxx | Xxxxx | xxxxxxxxxx | Xxxxxx | xxxxxx | Xxxxxxxxx | xxxxx |
10 | Xxxxxxxxxx | xxxxxx | xxxxx | xxxxxxxx | Xxxxxx | Xxxxxxxxxx | xxxxxxxxx | Xxxxxxxxxx | xxxxxxxx | xxxxx |
... | Xxxxxx | xxxxxxxxxx | xxxxxxxxx | xxxxx | xxxxx | xxxxxxxx | xxxxxx | Xxxxxxxxxx | xxxxxxxxxx | Xxxxx |
# | 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 |
Data Dictionary
Attribute | Type | Example | Mapping |
---|---|---|---|
futureroot
|
String | ES | |
exchange
|
String | CM | |
date
|
String | 1/3/2005 | |
securityid
|
String | 4,000,079 | |
futurename
|
String | E Mini S&P 500 | |
currency
|
String | USD | |
minimumtick
|
Float | 0.25 | |
contractsize
|
Integer | 0 | |
sector
|
String | EQ | |
optionable
|
Integer | 1 | |
effectiveenddate
|
String | 1/1/9999 |
Attribute | Type | Example | Mapping |
---|---|---|---|
optionroot
|
String | ES | |
exchange
|
String | CM | |
date
|
String | 1/3/2005 | |
futureroot
|
String | ES | |
futureexchange
|
String | CM | |
securityid
|
String | 4,000,079 | |
optionseriesname
|
String | E Mini S&P 500 | |
exercisestyle
|
String | A | |
currency
|
String | USD | |
minimumtick
|
String | [NULL] | |
contractsize
|
String | [NULL] | |
strikemultiplier
|
Integer | 1 | |
effectiveenddate
|
String | 1/1/9999 |
Attribute | Type | Example | Mapping |
---|---|---|---|
optionsymbol
|
String | ES 26Z95000000P | |
exchange
|
String | CMG | |
date
|
String | 6/27/2024 | |
optionid
|
String | 2,015,809,019 | |
futuresymbol
|
String | ES 26Z | |
optionroot
|
String | ES | |
expiration
|
String | 12/18/2026 | |
securityid
|
String | 4,000,079 | |
strike
|
String | 950,000 | |
callput
|
String | P | |
bid
|
Float | -99.99 | |
offer
|
Float | -99.99 | |
closeprice
|
String | 4,612 | |
settlementprice
|
String | 3,487 | |
volume
|
Integer | 0 | |
openinterest
|
Integer | 0 | |
lasttradedate
|
String | [NULL] |
Attribute | Type | Example | Mapping |
---|---|---|---|
optionid
|
String | 2,018,424,287 | |
date
|
String | 6/27/2024 | |
securityid
|
String | 4,000,079 | |
impliedvolatility
|
Float | -99.99 | |
delta
|
Float | -99.99 | |
gamma
|
Float | -99.99 | |
vega
|
Float | -99.99 | |
theta
|
Float | -99.99 | |
rho
|
Float | -99.99 | |
drho
|
Float | -99.99 | |
calculationstatus
|
Integer | 1 |
Attribute | Type | Example | Mapping |
---|---|---|---|
futuresymbol
|
String | ES 24U | |
exchange
|
String | CMG | |
date
|
String | 6/27/2024 | |
futureroot
|
String | ES | |
expiration
|
String | 9/20/2024 | |
securityid
|
String | 4,000,079 | |
settlementprice
|
String | 5,546 | |
openprice
|
String | 5,533 | |
closeprice
|
String | 5,549.50 | |
highprice
|
String | 5,555 | |
lowprice
|
String | 5,515.75 | |
volume
|
String | 1,257,121 | |
openinterest
|
String | 1,981,282 | |
lasttradedate
|
String | 6/27/2024 |
Attribute | Type | Example | Mapping |
---|---|---|---|
sector
|
String | AG | |
sectorname
|
String | Agriculture |
Attribute | Type | Example | Mapping |
---|---|---|---|
securityid
|
String | 4,000,079 | |
date
|
String | 6/27/2024 | |
days
|
Integer | 10 | |
callput
|
String | C | |
currency
|
String | USD | |
forwardprice
|
String | 5,546 | |
premium
|
Float | 34.018688 | |
impliedvolatility
|
Float | 0.093004 | |
delta
|
Float | 0.502474 | |
gamma
|
Float | 0.004667 | |
vega
|
Float | 365.767477 | |
theta
|
Float | -618.970302 |
Attribute | Type | Example | Mapping |
---|---|---|---|
securityid
|
String | 4,000,079 | |
date
|
String | 6/27/2024 | |
days
|
Integer | 10 | |
delta
|
Integer | 10 | |
currency
|
String | USD | |
callput
|
String | C | |
impliedvolatility
|
Float | 0.089121 | |
impliedstrike
|
String | 5,652.41 | |
premium
|
Float | 3.849282 | |
dispersion
|
Float | 0.026378 |
Attribute | Type | Example | Mapping |
---|---|---|---|
currency
|
String | AUD | |
date
|
String | 6/27/2024 | |
days
|
Integer | 30 | |
rate
|
Float | 0.043560718 |
Attribute | Type | Example | Mapping |
---|---|---|---|
Decimal | AAPL | Stock Ticker | |
Decimal | AAPL | Stock Ticker | |
Decimal | AAPL | Stock Ticker | |
Decimal | AAPL | Stock Ticker | |
Decimal | AAPL | Stock Ticker |
Description
Country Coverage
History
Volume
1,500 | 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 Searches
Related Products
Frequently asked questions
What is OptionMetrics IvyDB Futures - Historical and EOD Futures data, Option Prices and Implied Volatility Data Since 2005?
IvyDB Futures contains historical futures data and option price data of the highest obtainable quality for the US futures markets. Evaluate risk models, test trading strategies, and perform empirical and econometric research of the US futures option markets.
What is OptionMetrics IvyDB Futures - Historical and EOD Futures data, Option Prices and Implied Volatility Data Since 2005 used for?
This product has 5 key use cases. OptionMetrics recommends using the data for Alpha Generation, Trading, Portfolio Construction, Quantitative Investing, and Commodity tracking. Global businesses and organizations buy Futures Price Data from OptionMetrics to fuel their analytics and enrichment.
Who can use OptionMetrics IvyDB Futures - Historical and EOD Futures data, Option Prices and Implied Volatility Data Since 2005?
This product is best suited if you’re a Small Business, Medium-sized Business, or Enterprise looking for Futures 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 Futures - Historical and EOD Futures data, Option Prices and Implied Volatility Data Since 2005 go?
This product has 19 years of historical coverage. It can be delivered on a daily basis.
Which countries does OptionMetrics IvyDB Futures - Historical and EOD Futures data, Option Prices and Implied Volatility Data Since 2005 cover?
This product includes data covering 1 country like USA. OptionMetrics is headquartered in United States of America.
How much does OptionMetrics IvyDB Futures - Historical and EOD Futures data, Option Prices and Implied Volatility Data Since 2005 cost?
Pricing information for OptionMetrics IvyDB Futures - Historical and EOD Futures data, Option Prices and Implied Volatility Data Since 2005 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 Futures - Historical and EOD Futures data, Option Prices and Implied Volatility Data Since 2005?
Businesses can buy Futures Price 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 Futures - Historical and EOD Futures data, Option Prices and Implied Volatility Data Since 2005?
You can compare and assess the data quality of OptionMetrics using Datarade’s data marketplace.
What are similar products to OptionMetrics IvyDB Futures - Historical and EOD Futures data, Option Prices and Implied Volatility Data Since 2005?
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 Global End of Day/Closing Price Data for Derivatives Futures Price Data, Options Price Data Worldwide Exchanges History/Time Series avail., and AUTOScraping’s Real-Time Futures Quotes Data for NYMEX, COMEX, GLOBEX - 500K+ Records, 10-Min Delay, API Access, GDPR-Compliant. You can compare the best Futures Price Data providers and products via Datarade’s data marketplace and get the right data for your use case.