[SAMPLE] OptionMetrics IvyDB Europe - Historical and EOD Options Data, Prices and Implied ...
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Following the success of its US counterpart, IvyDB Europe was launched in 2008. It has since become the industry standard for historical option prices and implied volatility data in the European markets. Used by over 300 institutions, IvyDB Europe contains accurate end-of-day options data, options price data, stock market data, and implied volatility data along with their correctly calculated greeks, dividend data, and quantitative model data. Make more informed investment decisions with the gold standard in historical options data, options price data, stock market data, and quantitative model data for European markets. IvyDB Europe provides comprehensive options data, dividend data, and implied volatility data, allowing you to leverage extensive stock market data, quantitative model data, and options price data. By utilizing IvyDB Europe, you gain access to reliable options data, dividend data, and implied volatility data, enhancing your ability to analyze stock market data and quantitative model data accurately.
Comprehensive Coverage
IvyDB Europe covers over 900 optionable securities (equities and indices), from all major European exchanges, including the UK, France, Germany, Switzerland, Netherlands, Sweden, Belgium, Spain, and Italy. Historical data and daily updates are available for most securities since January 2002. The data includes daily option pricing information (settlement prices) and all historical distributions and corporate actions, such as splits, mergers, and name changes.
Accurate Calculations
We match each option price with the security price for accurate implied volatility and greeks calculations along with the option sensitivities (delta, gamma, vega, and theta). 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 Europe 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.
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OptionMetrics



