IvyDB US- ETF Data, ETF Data, Derivatives Data, Options Price Data, Stock Market Data, Historical Option Prices and Implied Volatility Data Since 1996

#	securityid	date	expirationdate	days	borrowrate
1	xxxxxxxxxx	Xxxxxxxxx	xxxxxx	xxxxxxxxxx	Xxxxx
2	Xxxxxx	Xxxxxxxxxx	Xxxxxx	Xxxxxxxxx	Xxxxxxxxxx
3	xxxxxxxxx	Xxxxxxxxx	xxxxxxxxx	Xxxxxxx	xxxxxx
4	Xxxxx	xxxxxxxxxx	xxxxxx	Xxxxxxxxxx	xxxxxx
5	Xxxxx	Xxxxxx	xxxxx	xxxxxxxx	xxxxxxx
6	Xxxxx	Xxxxxxxx	xxxxxxxxxx	xxxxxx	Xxxxxxxxx
7	xxxxxx	Xxxxxxxxx	Xxxxxxxxx	xxxxxxxxxx	Xxxxxx
8	Xxxxx	xxxxxx	xxxxxxx	xxxxxxx	Xxxxx
9	xxxxxx	Xxxxxxxxxx	xxxxxxxx	xxxxxx	Xxxxx
10	Xxxxxxx	xxxxxx	Xxxxxxxx	Xxxxxxx	Xxxxx
...	xxxxxx	xxxxxxxxxx	Xxxxx	xxxxxxxxxx	xxxxxxxxx

#	securityid	recorddate	sequencenumber	exdate	amount	adjustmentfactor	declaredate	paymentdate	linksecurityid	distributiontype	frequency	currency	approximateflag	cancelflag	liquidationflag
1	xxxxxxxxxx	Xxxxxxxxx	xxxxxx	xxxxxxxxxx	Xxxxx	Xxxxxx	Xxxxxxxxxx	Xxxxxx	Xxxxxxxxx	Xxxxxxxxxx	xxxxxxxxx	Xxxxxxxxx	xxxxxxxxx	Xxxxxxx	xxxxxx
2	Xxxxx	xxxxxxxxxx	xxxxxx	Xxxxxxxxxx	xxxxxx	Xxxxx	Xxxxxx	xxxxx	xxxxxxxx	xxxxxxx	Xxxxx	Xxxxxxxx	xxxxxxxxxx	xxxxxx	Xxxxxxxxx
3	xxxxxx	Xxxxxxxxx	Xxxxxxxxx	xxxxxxxxxx	Xxxxxx	Xxxxx	xxxxxx	xxxxxxx	xxxxxxx	Xxxxx	xxxxxx	Xxxxxxxxxx	xxxxxxxx	xxxxxx	Xxxxx
4	Xxxxxxx	xxxxxx	Xxxxxxxx	Xxxxxxx	Xxxxx	xxxxxx	xxxxxxxxxx	Xxxxx	xxxxxxxxxx	xxxxxxxxx	Xxxxxxx	xxxxxxxx	xxxxxxxx	Xxxxxxxxxx	Xxxxxxxx
5	Xxxxxxxx	xxxxxxxxx	Xxxxxxxxxx	Xxxxxx	Xxxxxxxxx	xxxxx	xxxxxxx	xxxxxxxxx	Xxxxxx	Xxxxxxx	Xxxxxxxxx	xxxxxxxxx	xxxxxxxxx	Xxxxx	xxxxxxxx
6	Xxxxxxx	xxxxxxxxx	Xxxxxxx	xxxxx	Xxxxxxx	xxxxxxx	Xxxxx	xxxxxxxxxx	Xxxxxxx	Xxxxx	xxxxxxxxxx	Xxxxxx	xxxxxx	Xxxxxxxxx	xxxxx
7	Xxxxxxxxxx	xxxxxx	xxxxx	xxxxxxxx	Xxxxxx	Xxxxxxxxxx	xxxxxxxxx	Xxxxxxxxxx	xxxxxxxx	xxxxx	Xxxxxx	xxxxxxxxxx	xxxxxxxxx	xxxxx	xxxxx
8	xxxxxxxx	xxxxxx	Xxxxxxxxxx	xxxxxxxxxx	Xxxxx	xxxxxxx	Xxxxxxxx	Xxxxxxx	xxxxx	xxxxxxxx	xxxxxxxxxx	Xxxxxx	xxxxxxxxx	Xxxxx	xxxxx
9	xxxxxxxxx	xxxxxxx	Xxxxxxxxx	Xxxxxxx	xxxxxxxxxx	Xxxxx	xxxxxxxxx	xxxxxxx	Xxxxxx	xxxxxxxxx	xxxxx	Xxxxxxx	xxxxxxxxx	Xxxxxxxx	xxxxxxxx
10	Xxxxxxxx	Xxxxxxxx	xxxxxxxx	xxxxxxxxx	Xxxxxxx	Xxxxxxxxx	xxxxxxxx	xxxxx	Xxxxxxxxxx	xxxxxxxxxx	xxxxxx	Xxxxx	Xxxxxxx	Xxxxx	Xxxxxx
...	Xxxxx	Xxxxxxxxx	xxxxxx	xxxxxxxx	Xxxxxxxxx	Xxxxxx	Xxxxxxxxxx	Xxxxxx	Xxxxx	Xxxxxxx	xxxxxxxxx	Xxxxx	xxxxx	Xxxxxx	xxxxxxxxx

#	securityid	date	expiration	amsettlement	forwardprice
1	xxxxxxxxxx	Xxxxxxxxx	xxxxxx	xxxxxxxxxx	Xxxxx
2	Xxxxxx	Xxxxxxxxxx	Xxxxxx	Xxxxxxxxx	Xxxxxxxxxx
3	xxxxxxxxx	Xxxxxxxxx	xxxxxxxxx	Xxxxxxx	xxxxxx
4	Xxxxx	xxxxxxxxxx	xxxxxx	Xxxxxxxxxx	xxxxxx
5	Xxxxx	Xxxxxx	xxxxx	xxxxxxxx	xxxxxxx
6	Xxxxx	Xxxxxxxx	xxxxxxxxxx	xxxxxx	Xxxxxxxxx
7	xxxxxx	Xxxxxxxxx	Xxxxxxxxx	xxxxxxxxxx	Xxxxxx
8	Xxxxx	xxxxxx	xxxxxxx	xxxxxxx	Xxxxx
9	xxxxxx	Xxxxxxxxxx	xxxxxxxx	xxxxxx	Xxxxx
10	Xxxxxxx	xxxxxx	Xxxxxxxx	Xxxxxxx	Xxxxx
...	xxxxxx	xxxxxxxxxx	Xxxxx	xxxxxxxxxx	xxxxxxxxx

#	securityid	date	days	volatility
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

#
1	xxxxxxxxxx
2	Xxxxxxxxx
3	xxxxxx
4	xxxxxxxxxx
5	Xxxxx
6	Xxxxxx
7	Xxxxxxxxxx
8	Xxxxxx
9	Xxxxxxxxx
10	Xxxxxxxxxx
...	xxxxxxxxx

#	securityid	dividendconvention	exercisestyle
1	xxxxxxxxxx	Xxxxxxxxx	xxxxxx
2	xxxxxxxxxx	Xxxxx	Xxxxxx
3	Xxxxxxxxxx	Xxxxxx	Xxxxxxxxx
4	Xxxxxxxxxx	xxxxxxxxx	Xxxxxxxxx
5	xxxxxxxxx	Xxxxxxx	xxxxxx
6	Xxxxx	xxxxxxxxxx	xxxxxx
7	Xxxxxxxxxx	xxxxxx	Xxxxx
8	Xxxxxx	xxxxx	xxxxxxxx
9	xxxxxxx	Xxxxx	Xxxxxxxx
10	xxxxxxxxxx	xxxxxx	Xxxxxxxxx
...	xxxxxx	Xxxxxxxxx	Xxxxxxxxx

#	securityid	date	symbol	symbolflag	strike	expiration	callput	bestbid	bestoffer	lasttradedate	volume	openinterest	specialsettlement	impliedvolatility	delta	gamma	vega	theta	optionid	adjustmentfactor	amsettlement	contractsize	expiryindicator
1	xxxxxxxxxx	Xxxxxxxxx	xxxxxx	xxxxxxxxxx	Xxxxx	Xxxxxx	Xxxxxxxxxx	Xxxxxx	Xxxxxxxxx	Xxxxxxxxxx	xxxxxxxxx	Xxxxxxxxx	xxxxxxxxx	Xxxxxxx	xxxxxx	Xxxxx	xxxxxxxxxx	xxxxxx	Xxxxxxxxxx	xxxxxx	Xxxxx	Xxxxxx	xxxxx
2	xxxxxxxx	xxxxxxx	Xxxxx	Xxxxxxxx	xxxxxxxxxx	xxxxxx	Xxxxxxxxx	xxxxxx	Xxxxxxxxx	Xxxxxxxxx	xxxxxxxxxx	Xxxxxx	Xxxxx	xxxxxx	xxxxxxx	xxxxxxx	Xxxxx	xxxxxx	Xxxxxxxxxx	xxxxxxxx	xxxxxx	Xxxxx	Xxxxxxx
3	xxxxxx	Xxxxxxxx	Xxxxxxx	Xxxxx	xxxxxx	xxxxxxxxxx	Xxxxx	xxxxxxxxxx	xxxxxxxxx	Xxxxxxx	xxxxxxxx	xxxxxxxx	Xxxxxxxxxx	Xxxxxxxx	Xxxxxxxx	xxxxxxxxx	Xxxxxxxxxx	Xxxxxx	Xxxxxxxxx	xxxxx	xxxxxxx	xxxxxxxxx	Xxxxxx
4	Xxxxxxx	Xxxxxxxxx	xxxxxxxxx	xxxxxxxxx	Xxxxx	xxxxxxxx	Xxxxxxx	xxxxxxxxx	Xxxxxxx	xxxxx	Xxxxxxx	xxxxxxx	Xxxxx	xxxxxxxxxx	Xxxxxxx	Xxxxx	xxxxxxxxxx	Xxxxxx	xxxxxx	Xxxxxxxxx	xxxxx	Xxxxxxxxxx	xxxxxx
5	xxxxx	xxxxxxxx	Xxxxxx	Xxxxxxxxxx	xxxxxxxxx	Xxxxxxxxxx	xxxxxxxx	xxxxx	Xxxxxx	xxxxxxxxxx	xxxxxxxxx	xxxxx	xxxxx	xxxxxxxx	xxxxxx	Xxxxxxxxxx	xxxxxxxxxx	Xxxxx	xxxxxxx	Xxxxxxxx	Xxxxxxx	xxxxx	xxxxxxxx
6	xxxxxxxxxx	Xxxxxx	xxxxxxxxx	Xxxxx	xxxxx	xxxxxxxxx	xxxxxxx	Xxxxxxxxx	Xxxxxxx	xxxxxxxxxx	Xxxxx	xxxxxxxxx	xxxxxxx	Xxxxxx	xxxxxxxxx	xxxxx	Xxxxxxx	xxxxxxxxx	Xxxxxxxx	xxxxxxxx	Xxxxxxxx	Xxxxxxxx	xxxxxxxx
7	xxxxxxxxx	Xxxxxxx	Xxxxxxxxx	xxxxxxxx	xxxxx	Xxxxxxxxxx	xxxxxxxxxx	xxxxxx	Xxxxx	Xxxxxxx	Xxxxx	Xxxxxx	Xxxxx	Xxxxxxxxx	xxxxxx	xxxxxxxx	Xxxxxxxxx	Xxxxxx	Xxxxxxxxxx	Xxxxxx	Xxxxx	Xxxxxxx	xxxxxxxxx
8	Xxxxx	xxxxx	Xxxxxx	xxxxxxxxx	xxxxxxx	xxxxxxxxx	Xxxxxxxxxx	xxxxxxxxx	Xxxxx	Xxxxx	Xxxxxxxxx	xxxxxxxxxx	xxxxxx	xxxxxxxxx	xxxxxxx	Xxxxxxx	Xxxxxxxxxx	Xxxxxxxxxx	Xxxxxxxx	Xxxxxxxxx	xxxxx	Xxxxxxx	xxxxxxxxxx
9	Xxxxxxxxx	Xxxxxxxx	xxxxxxxxxx	xxxxxxx	Xxxxxxxx	xxxxx	Xxxxxx	xxxxxx	xxxxxxxx	xxxxxxx	Xxxxx	Xxxxxxxxx	Xxxxx	Xxxxxxx	Xxxxxxxx	xxxxxxxxx	xxxxxxxx	xxxxx	Xxxxxxxxxx	Xxxxxxx	xxxxxxxxx	xxxxxxx	xxxxxxxxxx
10	xxxxxx	xxxxx	Xxxxxxxxxx	Xxxxxxxxx	xxxxxxx	Xxxxxx	Xxxxx	Xxxxxxxx	xxxxxxxxx	xxxxxxxx	Xxxxxx	xxxxxxxxxx	xxxxxxxxx	xxxxx	Xxxxx	xxxxxxx	xxxxxxxxxx	Xxxxxx	Xxxxxxxxx	xxxxxxx	Xxxxxxxx	xxxxx	xxxxx
...	Xxxxxxxxxx	Xxxxxxx	Xxxxxxxx	Xxxxxxx	xxxxx	xxxxxxx	Xxxxx	xxxxxxxxxx	Xxxxxxxxxx	xxxxxxx	Xxxxx	xxxxxxxxx	xxxxxxxx	Xxxxxxxx	xxxxxxxx	Xxxxxxx	Xxxxxx	Xxxxxxxxx	Xxxxxxxx	Xxxxxxxxxx	Xxxxxxx	Xxxxxx	Xxxxxxxxxx

#	securityid	date	callput	volume	openinterest
1	xxxxxxxxxx	Xxxxxxxxx	xxxxxx	xxxxxxxxxx	Xxxxx
2	Xxxxxx	Xxxxxxxxxx	Xxxxxx	Xxxxxxxxx	Xxxxxxxxxx
3	xxxxxxxxx	Xxxxxxxxx	xxxxxxxxx	Xxxxxxx	xxxxxx
4	Xxxxx	xxxxxxxxxx	xxxxxx	Xxxxxxxxxx	xxxxxx
5	Xxxxx	Xxxxxx	xxxxx	xxxxxxxx	xxxxxxx
6	Xxxxx	Xxxxxxxx	xxxxxxxxxx	xxxxxx	Xxxxxxxxx
7	xxxxxx	Xxxxxxxxx	Xxxxxxxxx	xxxxxxxxxx	Xxxxxx
8	Xxxxx	xxxxxx	xxxxxxx	xxxxxxx	Xxxxx
9	xxxxxx	Xxxxxxxxxx	xxxxxxxx	xxxxxx	Xxxxx
10	Xxxxxxx	xxxxxx	Xxxxxxxx	Xxxxxxx	Xxxxx
...	xxxxxx	xxxxxxxxxx	Xxxxx	xxxxxxxxxx	xxxxxxxxx

#	securityid	cusip	ticker	sic	indexflag	exchangeflags	class	issuetype	industrygroup
1	xxxxxxxxxx	Xxxxxxxxx	xxxxxx	xxxxxxxxxx	Xxxxx	Xxxxxx	Xxxxxxxxxx	Xxxxxx	Xxxxxxxxx
2	Xxxxxxxxxx	xxxxxxxxx	Xxxxxxxxx	xxxxxxxxx	Xxxxxxx	xxxxxx	Xxxxx	xxxxxxxxxx	xxxxxx
3	Xxxxxxxxxx	xxxxxx	Xxxxx	Xxxxxx	xxxxx	xxxxxxxx	xxxxxxx	Xxxxx	Xxxxxxxx
4	xxxxxxxxxx	xxxxxx	Xxxxxxxxx	xxxxxx	Xxxxxxxxx	Xxxxxxxxx	xxxxxxxxxx	Xxxxxx	Xxxxx
5	xxxxxx	xxxxxxx	xxxxxxx	Xxxxx	xxxxxx	Xxxxxxxxxx	xxxxxxxx	xxxxxx	Xxxxx
6	Xxxxxxx	xxxxxx	Xxxxxxxx	Xxxxxxx	Xxxxx	xxxxxx	xxxxxxxxxx	Xxxxx	xxxxxxxxxx
7	xxxxxxxxx	Xxxxxxx	xxxxxxxx	xxxxxxxx	Xxxxxxxxxx	Xxxxxxxx	Xxxxxxxx	xxxxxxxxx	Xxxxxxxxxx
8	Xxxxxx	Xxxxxxxxx	xxxxx	xxxxxxx	xxxxxxxxx	Xxxxxx	Xxxxxxx	Xxxxxxxxx	xxxxxxxxx
9	xxxxxxxxx	Xxxxx	xxxxxxxx	Xxxxxxx	xxxxxxxxx	Xxxxxxx	xxxxx	Xxxxxxx	xxxxxxx
10	Xxxxx	xxxxxxxxxx	Xxxxxxx	Xxxxx	xxxxxxxxxx	Xxxxxx	xxxxxx	Xxxxxxxxx	xxxxx
...	Xxxxxxxxxx	xxxxxx	xxxxx	xxxxxxxx	Xxxxxx	Xxxxxxxxxx	xxxxxxxxx	Xxxxxxxxxx	xxxxxxxx

#	securityid	date	cusip	ticker	class	issuerdescription	issuedescription	sic
1	xxxxxxxxxx	Xxxxxxxxx	xxxxxx	xxxxxxxxxx	Xxxxx	Xxxxxx	Xxxxxxxxxx	Xxxxxx
2	Xxxxxxxxx	Xxxxxxxxxx	xxxxxxxxx	Xxxxxxxxx	xxxxxxxxx	Xxxxxxx	xxxxxx	Xxxxx
3	xxxxxxxxxx	xxxxxx	Xxxxxxxxxx	xxxxxx	Xxxxx	Xxxxxx	xxxxx	xxxxxxxx
4	xxxxxxx	Xxxxx	Xxxxxxxx	xxxxxxxxxx	xxxxxx	Xxxxxxxxx	xxxxxx	Xxxxxxxxx
5	Xxxxxxxxx	xxxxxxxxxx	Xxxxxx	Xxxxx	xxxxxx	xxxxxxx	xxxxxxx	Xxxxx
6	xxxxxx	Xxxxxxxxxx	xxxxxxxx	xxxxxx	Xxxxx	Xxxxxxx	xxxxxx	Xxxxxxxx
7	Xxxxxxx	Xxxxx	xxxxxx	xxxxxxxxxx	Xxxxx	xxxxxxxxxx	xxxxxxxxx	Xxxxxxx
8	xxxxxxxx	xxxxxxxx	Xxxxxxxxxx	Xxxxxxxx	Xxxxxxxx	xxxxxxxxx	Xxxxxxxxxx	Xxxxxx
9	Xxxxxxxxx	xxxxx	xxxxxxx	xxxxxxxxx	Xxxxxx	Xxxxxxx	Xxxxxxxxx	xxxxxxxxx
10	xxxxxxxxx	Xxxxx	xxxxxxxx	Xxxxxxx	xxxxxxxxx	Xxxxxxx	xxxxx	Xxxxxxx
...	xxxxxxx	Xxxxx	xxxxxxxxxx	Xxxxxxx	Xxxxx	xxxxxxxxxx	Xxxxxx	xxxxxx

#	securityid	date	bidlow	askhigh	closeprice	volume	totalreturn	adjustmentfactor	openprice	sharesoutstanding	adjustmentfactor2
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

#	securityid	date	days	borrowrate
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

#	securityid	date	days	forwardprice	strike	callput	premium	impliedvolatility	delta	gamma	theta	vega
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	callput	impliedvolatility	impliedstrike	impliedpremium	dispersion
1	xxxxxxxxxx	Xxxxxxxxx	xxxxxx	xxxxxxxxxx	Xxxxx	Xxxxxx	Xxxxxxxxxx	Xxxxxx	Xxxxxxxxx
2	Xxxxxxxxxx	xxxxxxxxx	Xxxxxxxxx	xxxxxxxxx	Xxxxxxx	xxxxxx	Xxxxx	xxxxxxxxxx	xxxxxx
3	Xxxxxxxxxx	xxxxxx	Xxxxx	Xxxxxx	xxxxx	xxxxxxxx	xxxxxxx	Xxxxx	Xxxxxxxx
4	xxxxxxxxxx	xxxxxx	Xxxxxxxxx	xxxxxx	Xxxxxxxxx	Xxxxxxxxx	xxxxxxxxxx	Xxxxxx	Xxxxx
5	xxxxxx	xxxxxxx	xxxxxxx	Xxxxx	xxxxxx	Xxxxxxxxxx	xxxxxxxx	xxxxxx	Xxxxx
6	Xxxxxxx	xxxxxx	Xxxxxxxx	Xxxxxxx	Xxxxx	xxxxxx	xxxxxxxxxx	Xxxxx	xxxxxxxxxx
7	xxxxxxxxx	Xxxxxxx	xxxxxxxx	xxxxxxxx	Xxxxxxxxxx	Xxxxxxxx	Xxxxxxxx	xxxxxxxxx	Xxxxxxxxxx
8	Xxxxxx	Xxxxxxxxx	xxxxx	xxxxxxx	xxxxxxxxx	Xxxxxx	Xxxxxxx	Xxxxxxxxx	xxxxxxxxx
9	xxxxxxxxx	Xxxxx	xxxxxxxx	Xxxxxxx	xxxxxxxxx	Xxxxxxx	xxxxx	Xxxxxxx	xxxxxxx
10	Xxxxx	xxxxxxxxxx	Xxxxxxx	Xxxxx	xxxxxxxxxx	Xxxxxx	xxxxxx	Xxxxxxxxx	xxxxx
...	Xxxxxxxxxx	xxxxxx	xxxxx	xxxxxxxx	Xxxxxx	Xxxxxxxxxx	xxxxxxxxx	Xxxxxxxxxx	xxxxxxxx

#	date	days	rate
1	xxxxxxxxxx	Xxxxxxxxx	xxxxxx
2	xxxxxxxxxx	Xxxxx	Xxxxxx
3	Xxxxxxxxxx	Xxxxxx	Xxxxxxxxx
4	Xxxxxxxxxx	xxxxxxxxx	Xxxxxxxxx
5	xxxxxxxxx	Xxxxxxx	xxxxxx
6	Xxxxx	xxxxxxxxxx	xxxxxx
7	Xxxxxxxxxx	xxxxxx	Xxxxx
8	Xxxxxx	xxxxx	xxxxxxxx
9	xxxxxxx	Xxxxx	Xxxxxxxx
10	xxxxxxxxxx	xxxxxx	Xxxxxxxxx
...	xxxxxx	Xxxxxxxxx	Xxxxxxxxx

Volume

267K

Records

Avail. Format

.txt

File

Coverage

Country

History

years

[Sample] Borrow_Rate.csv

Attribute	Type	Example
securityid	Integer	101594
date	String	6/27/2024
expirationdate	String	6/28/2024
days	Integer	1
borrowrate	Float	-99.99

[Sample] Distribution.csv

Attribute	Type	Example
securityid	Integer	101594
recorddate	String	11/15/2012
sequencenumber	Integer	1
exdate	String	1/1/1900
amount	Integer	0
adjustmentfactor	Integer	1
declaredate	String	9/28/2012
paymentdate	String	11/15/2012
linksecurityid	Integer	0
distributiontype	Integer	1
frequency	Integer	3
currency	String	USD
approximateflag	Integer	0
cancelflag	Integer	1
liquidationflag	Integer	0

[Sample] Forward_Price.csv

Attribute	Type	Example
securityid	Integer	101594
date	String	6/27/2024
expiration	String	6/28/2024
amsettlement	Integer	0
forwardprice	Float	214.131716

[Sample] Historical_Volatility.csv

Attribute	Type	Example
securityid	Integer	101594
date	String	6/27/2024
days	Integer	10
volatility	Float	0.217102

[Sample] Option_Info.csv

Attribute	Type	Example
securityid	Integer	101594
dividendconvention	String
exercisestyle	String	A

[Sample] Option_Price.csv

Attribute	Type	Example
securityid	Integer	101594
date	String	6/27/2024
symbol	String	AAPL 240628C100000
symbolflag	Integer	1
strike	Integer	100000
expiration	String	6/28/2024
callput	String	C
bestbid	Float	112.95
bestoffer	Float	114.45
lasttradedate	String	6/21/2024
volume	Integer	0
openinterest	Integer	14
specialsettlement	Integer	0
impliedvolatility	Float	-99.99
delta	Float	-99.99
gamma	Float	-99.99
vega	Float	-99.99
theta	Float	-99.99
optionid	Integer	161798899
adjustmentfactor	Integer	1
amsettlement	Integer	0
contractsize	Integer	100
expiryindicator	String	w

[Sample] Option_Volume.csv

Attribute	Type	Example
securityid	Integer	101594
date	String	6/27/2024
callput	String
volume	Integer	927746
openinterest	Integer	6698880

[Sample] Security.csv

Attribute	Type	Example
securityid	Integer	101594
cusip	Integer	3783310
ticker	String	AAPL
sic	Integer	3571
indexflag	Integer	0
exchangeflags	Integer	4
class	String
issuetype	Integer	0
industrygroup	String	NULL

[Sample] Security_Name.csv

Attribute	Type	Example
securityid	Integer	101594
date	String	1/2/1996
cusip	Integer	3783310
ticker	String	AAPL
class	String
issuerdescription	String	APPLE COMPUTER INC
issuedescription	String	COM
sic	String

[Sample] Security_Price.csv

Attribute	Type	Example
securityid	Integer	101594
date	String	6/27/2024
bidlow	Float	212.35
askhigh	Float	215.7395
closeprice	Float	214.1
volume	Integer	49772707
totalreturn	Float	0.003986
adjustmentfactor	Integer	112
openprice	Float	214.69
sharesoutstanding	Integer	15334100
adjustmentfactor2	Float	132.4865

[Sample] Std_Borrow_Rate.csv

Attribute	Type	Example
securityid	Integer	101594
date	String	6/27/2024
days	Integer	10
borrowrate	Float	0.01232844

[Sample] Std_Option_Price.csv

Attribute	Type	Example
securityid	Integer	101594
date	String	6/27/2024
days	Integer	10
forwardprice	Float	214.3449
strike	Float	214.3449
callput	String	C
premium	Float	2.668516
impliedvolatility	Float	0.188812
delta	Float	0.506059
gamma	Float	0.059575
theta	Float	-53.05355
vega	Float	14.13247

[Sample] Volatility_Surface.csv

Attribute	Type	Example
securityid	Integer	101594
date	String	6/27/2024
days	Integer	10
delta	Integer	-90
callput	String	P
impliedvolatility	Float	0.439096
impliedstrike	Float	235.3374
impliedpremium	Float	21.81214
dispersion	Float	0.213561

[Sample] Zero_Curve.csv

Attribute	Type	Example
date	String	6/27/2024
days	Integer	10
rate	Float	5.405493

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

IvyDB US provides a complete historical record of end-of-day data for all US exchange-traded equity and index options (including options on ETFs and ADRs) from January 1996 onward, encompassing detailed option data.

Comprehensive Coverage IvyDB US contains a complete historical record of end-of-day data on all US exchange-traded equity and index options (including options on ETFs and ADRs) from January 1996 onward. The dataset includes comprehensive ETF data, implied volatility data, options price data (such as symbol, date, closing bid and ask quotes, volume, and open interest), and high, low, and closing prices for the underlying equity or index. It also provides stock market data, derivatives data, interest rate, dividend, and corporate action information for each security, facilitating correlation with custom option pricing models and calculations. With IvyDB US, investors gain access to detailed ETF data, implied volatility data, options price data, derivatives data, and stock market data, enabling thorough analysis and informed decision-making based on comprehensive financial data. This dataset supports accurate options price data, derivatives data, and stock market data analysis, ensuring reliable insights for developing and validating custom option pricing models and strategies. Accurate Calculations For each option price, we calculate an accurate implied volatility and store it along with the option sensitivities (delta, gamma, vega, and theta). Both European and American models are used as appropriate, with dividend/split adjustments correctly incorporated. 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 US 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.

North America (1)

United States of America

28 years of historical data

267,000

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

Alpha Generation Trading

Portfolio Construction

Quantitative Investing

Risk Modelling

Stock Market Data Options Price Data ETF Data Derivatives Data Implied Volatility Data

7.68K Records

Canada covered

17 years of historical data

Launched in 2010, IvyDB Canada contains accurate end-of-day prices for options data along with their correctly calculated implied volatilities and greeks. Wi...

21 countries covered

10 years of historical data

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99.9% API Uptime

250 countries covered

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2M Companies

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What is IvyDB US- ETF Data, ETF Data, Derivatives Data, Options Price Data, Stock Market Data, Historical Option Prices and Implied Volatility Data Since 1996?

What is IvyDB US- ETF Data, ETF Data, Derivatives Data, Options Price Data, Stock Market Data, Historical Option Prices and Implied Volatility Data Since 1996 used for?

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

Who can use IvyDB US- ETF Data, ETF Data, Derivatives Data, Options Price Data, Stock Market Data, Historical Option Prices and Implied Volatility Data Since 1996?

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 US- ETF Data, ETF Data, Derivatives Data, Options Price Data, Stock Market Data, Historical Option Prices and Implied Volatility Data Since 1996 go?

This product has 28 years of historical coverage. It can be delivered on a daily basis.

Which countries does IvyDB US- ETF Data, ETF Data, Derivatives Data, Options Price Data, Stock Market Data, Historical Option Prices and Implied Volatility Data Since 1996 cover?

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

How much does IvyDB US- ETF Data, ETF Data, Derivatives Data, Options Price Data, Stock Market Data, Historical Option Prices and Implied Volatility Data Since 1996 cost?

Pricing information for IvyDB US- ETF Data, ETF Data, Derivatives Data, Options Price Data, Stock Market Data, Historical Option Prices and Implied Volatility Data Since 1996 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 US- ETF Data, ETF Data, Derivatives Data, Options Price Data, Stock Market Data, Historical Option Prices and Implied Volatility Data Since 1996?

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 US- ETF Data, ETF Data, Derivatives Data, Options Price Data, Stock Market Data, Historical Option Prices and Implied Volatility Data Since 1996?

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

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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, EDI Financial Derivatives EoD Pricing Index Futures and Options Volatility, Stock Market Index VIX, S&P500, DJIA, NASDAQ, DAX, CAC USD, etc., and CoinAPI: Crypto Options Data Crypto Derivatives Data Options Crypto Data Real-Time & Historical Rest API, WebSocket & FIX CEX & DEX. 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.

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IvyDB US- ETF Data, ETF Data, Derivatives Data, Options Price Data, Stock Market Data, Historical Option Prices and Implied Volatility Data Since 1996

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OptionMetrics
The Leader in Historical Options Data

IvyDB US- ETF Data, ETF Data, Derivatives Data, Options Price Data, Stock Market Data, Historical Option Prices and Implied Volatility Data Since 1996

Data Dictionary

Description

Country Coverage

History

Volume

Pricing

Suitable Company Sizes

Delivery

Use Cases

Categories

Related Searches

Related Products

Frequently asked questions

OptionMetrics The Leader in Historical Options Data

OptionMetrics
The Leader in Historical Options Data