IvyDB Implied Dividend - Options Data, Options Data, Dividend Data and Trading Data product image in hero

IvyDB Implied Dividend - Options Data, Options Data, Dividend Data and Trading Data

OptionMetrics
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securityid
projectiondate
exdate
impliedyield
impliedamount
smoothedrealyield
smoothedrealamount
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Sign In To Preview Data
Avail. Formats
.csv and .txt
File
Coverage
1
Country

Data Dictionary

[Sample] IvyDB_Implied_Dividend_2024_08_19-20.csv
Attribute Type Example Mapping
securityid
Integer 6505
projectiondate
String 8/19/2024
exdate
String 8/20/2024
impliedyield
Float -99.99
impliedamount
Float -99.99
smoothedrealyield
Float -99.99
smoothedrealamount
Float -99.99

Description

OptionMetrics' launched its new IvyDB Implied Dividend dataset that uses options pricing data to provide forward-looking dividend projections for optionable single-name securities in the US, two years into the future.
IvyDB Implied Dividend uses a superior methodology and more accurate model to predict dividend yields with the options market valuation of future dividends over time, versus historical, backward-looking data, used by other providers. IvyDB Implied Dividend’s numerical approach, incorporating binomial tree models to price risk-neutral dividend yields, offers greater accuracy in determining dividends for US options, over put-call parity, which can be prone to systematic bias as a result of the American-style exercise feature. Advanced Methodology Accurately account for American style options by utilizing a proprietary binomial tree model and Gaussian filter for precise and smooth projections High Data Quality Applies strict filtering criteria to ensure accurate estimates, focusing only on out-of-the-money call strikes Easy to use format Data is displayed by SecurityID & Projected Ex-Date format. Yields and amounts are presented in annualized terms for straightforward interpretability in factor studies Extensive Coverage Encompasses all optionable, dividend paying single-name securities & ETFs in the US, starting from January 1, 2018 Quick Integration Files are in compressed, tab-delimited text format, ready for database integration and accessible via tools like S-Plus, Excel, and Matlab Nightly Updates Receive the latest data daily via FTP for accurate analysis

Country Coverage

North America (1)
United States of America

Pricing

Free sample available
OptionMetrics has not published pricing information for this product yet. You can request detailed pricing information below.

Suitable Company Sizes

Small Business
Medium-sized Business
Enterprise

Delivery

Methods
SFTP
Frequency
daily
Format
.csv
.txt

Use Cases

Alpha Generation Trading
Portfolio Construction
Quantitative Investing

Categories

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Frequently asked questions

What is IvyDB Implied Dividend - Options Data, Options Data, Dividend Data and Trading Data?

OptionMetrics’ launched its new IvyDB Implied Dividend dataset that uses options pricing data to provide forward-looking dividend projections for optionable single-name securities in the US, two years into the future.

What is IvyDB Implied Dividend - Options Data, Options Data, Dividend Data and Trading Data used for?

This product has 4 key use cases. OptionMetrics recommends using the data for Alpha Generation, Trading, Portfolio Construction, and Quantitative Investing. Global businesses and organizations buy Dividend Data from OptionMetrics to fuel their analytics and enrichment.

Who can use IvyDB Implied Dividend - Options Data, Options Data, Dividend Data and Trading Data?

This product is best suited if you’re a Small Business, Medium-sized Business, or Enterprise looking for Dividend Data. Get in touch with OptionMetrics to see what their data can do for your business and find out which integrations they provide.

Which countries does IvyDB Implied Dividend - Options Data, Options Data, Dividend Data and Trading Data cover?

This product includes data covering 1 country like USA. OptionMetrics is headquartered in United States of America.

How much does IvyDB Implied Dividend - Options Data, Options Data, Dividend Data and Trading Data cost?

Pricing information for IvyDB Implied Dividend - Options Data, Options Data, Dividend Data and Trading Data 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 Implied Dividend - Options Data, Options Data, Dividend Data and Trading Data?

Businesses can buy Dividend Data from OptionMetrics and get the data via SFTP. Depending on your data requirements and subscription budget, OptionMetrics can deliver this product in .csv and .txt format.

What is the data quality of IvyDB Implied Dividend - Options Data, Options Data, Dividend Data and Trading Data?

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

What are similar products to IvyDB Implied Dividend - Options Data, Options Data, Dividend Data and Trading Data?

This product has 3 related products. These alternatives include IvyDB Europe - Historical and EOD Options Data, Options Data, Dividend Data, Quantitative Model Data and Implied Volatility Data Since 2002, EDI Global End of Day/Closing Price Data for Derivatives Futures Price Data, Options Price Data Worldwide Exchanges History/Time Series avail., and CoinAPI: Algo Trading Data Live Data Feeds High Frequency Trading (HFT) Crypto VWAP Cryptocurrency Trading Infrastructure. You can compare the best Dividend Data providers and products via Datarade’s data marketplace and get the right data for your use case.

Pricing available upon request