The Option Metrics- Ivy DB is a comprehensive source of high-quality historical price and implied volatility data for the US equity and index options markets. Encompassing more than ten years of data, Ivy DB contains accurate historical prices of options and their associated underlying instruments, correctly calculated implied volatilities, and option sensitivities. It helps to backtest trading strategies, evaluate risk models, and perform sophisticated research on all aspects of options investment.

For details on the various networks, please refer to: http://www.optionmetrics.com/

How Does One Access the Data?

Staff and Students can request for a WRDS account to access the data on the internet.