[SAMPLE] OptionMetrics IvyDB Beta - Options Data and Implied Beta for SPY Constituents Since 2007

Due to growth in options trading over the last two decades, there is valuable information on equities found in options data. IvyDB Beta offers extensive options data, implied volatility data, and equity market data from the options market for the top 500 SPY constituents and market capitalization single-name U.S. securities, dating back to January 2007. IvyDB Beta is essential for factor investing, low volatility strategies, equity long/short or market neutral strategies, and stat/arb pairs trading in equities. By leveraging IvyDB Beta, investors can gain deeper insights into the options market's perception of future systematic risk, risk data, and indices data, enabling more informed decisions when forecasting risk and return across equities. With IvyDB Beta, you can access comprehensive options data, implied volatility data, and risk data, as well as valuable equity market data and indices data, to support sophisticated investment strategies. This database allows for detailed analysis of options data, implied volatility data, equity market data, risk data, and indices data, providing a robust foundation for making well-informed investment decisions.

Greater Accuracy
The Capital Asset Pricing Model (CAPM) is widely used today by financial professionals for valuing securities and evaluating expected returns. However, this model has drawbacks. It relies on historical beta, which can be retrospective and slow to adapt to new information. In contrast, OptionMetrics' IvyDB Beta utilizes implied betas, which are forward-looking. This unique characteristic enables a more accurate assessment of systematic risk, particularly during events such as earnings releases, FOMC meetings, and other macroeconomic announcements.

Comprehensive Coverage
IvyDB Beta provides betas for the top 500 SPY constituent securities listed in the U.S. starting from January 2007 onwards. IvyDB Beta also includes pairwise implied correlations for the top 50 SPY constituents in a term structure format, ranging from 30 to 730 days. It includes constituent's implied weighted correlations at the 60-day horizon.

Daily Updates
IvyDB Beta is updated daily to incorporate new end-of-day prices in all SPY constituents. A daily patch file is also provided which contains corrections to previous prices or calculations when needed. Your IvyDB Beta 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.